+639.7%
CEG vs CPNG
-28.5%
+668.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.2% | +0.5% |
| 7D | +6.7% | -6.3% | +13.0% | +7.8% |
| 30D | +11.0% | -8.7% | +19.7% | +12.6% |
| 3M | +19.5% | -2.4% | +21.9% | +19.3% |
| 6M | -5.9% | -22.3% | +16.5% | -2.9% |
| YTD | -15.0% | -37.2% | +22.2% | -9.4% |
| 1Y | +0.6% | -53.0% | +53.6% | +12.2% |
| 3Y | +180.6% | -20.0% | +200.6% | +187.4% |
| All | +639.7% | -28.5% | +668.1% | +648.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling