+73.1%
CME vs CPNG
-43.2%
+116.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | +3.9% | -6.8% | +10.7% | +4.2% |
| 30D | +11.3% | +5.5% | +5.9% | +11.0% |
| 3M | +19.6% | -6.8% | +26.3% | +19.8% |
| 6M | +8.1% | -4.8% | +12.9% | +7.9% |
| YTD | +20.4% | -35.6% | +56.0% | +22.3% |
| 1Y | +16.5% | -46.8% | +63.3% | +19.5% |
| 3Y | +66.4% | -0.8% | +67.2% | +62.7% |
| All | +73.1% | -43.2% | +116.2% | +67.9% |
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