+65.9%
CME vs CPNG
-76.9%
+142.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -2.4% | -5.4% | +3.0% | -2.2% |
| 30D | +6.2% | -11.1% | +17.3% | +6.6% |
| 3M | +4.4% | -3.0% | +7.4% | +4.3% |
| 6M | -9.6% | -23.5% | +13.9% | -9.0% |
| YTD | +3.8% | -37.8% | +41.6% | +5.3% |
| 1Y | +9.5% | -54.3% | +63.9% | +12.6% |
| 3Y | +51.9% | -20.8% | +72.7% | +51.0% |
| 5Y | +78.7% | -51.1% | +129.8% | +73.4% |
| All | +65.9% | -76.9% | +142.8% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling