+19.6%
CME vs CPNG
-45.7%
+65.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.0% | -10.6% | +1.6% |
| 7D | +4.8% | +20.8% | -16.0% | +5.3% |
| 30D | +14.2% | +20.1% | -5.9% | +14.6% |
| 3M | +17.9% | +1.6% | +16.3% | +17.8% |
| 6M | +7.2% | -15.8% | +23.1% | +7.4% |
| YTD | +16.7% | -27.7% | +44.5% | +15.4% |
| 1Y | +19.6% | -46.9% | +66.5% | +20.3% |
| All | +19.6% | -45.7% | +65.3% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling