+76.1%
CME vs CPNG
-52.6%
+128.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.6% | -7.6% | +6.9% | -0.3% |
| 30D | +4.7% | -8.8% | +13.5% | +5.0% |
| 3M | +7.8% | -7.2% | +15.1% | +8.0% |
| 6M | -11.0% | -21.5% | +10.6% | -10.3% |
| YTD | +4.0% | -37.4% | +41.4% | +5.8% |
| 1Y | +9.1% | -54.3% | +63.5% | +12.8% |
| 3Y | +52.3% | -20.3% | +72.6% | +51.1% |
| 5Y | +76.1% | -51.2% | +127.3% | +73.4% |
| All | +76.1% | -52.6% | +128.7% | +73.4% |
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