-7.1%
CMG vs CPNG
-19.3%
+12.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.3% |
| 7D | -2.1% | -1.1% | -0.9% | -1.9% |
| 30D | +10.9% | -7.4% | +18.3% | +12.1% |
| 3M | +15.8% | -12.3% | +28.2% | +17.4% |
| 6M | +6.9% | -19.4% | +26.4% | +9.0% |
| YTD | -2.2% | -35.9% | +33.7% | +2.8% |
| 1Y | -7.1% | -53.4% | +46.3% | +2.6% |
| 3Y | -7.1% | -20.0% | +12.9% | -4.9% |
| All | -7.1% | -19.3% | +12.1% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling