+23.2%
CMG vs CPNG
-76.8%
+100.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -6.5% | -7.6% | +1.1% | -5.1% |
| 30D | +12.1% | -8.8% | +20.9% | +13.9% |
| 3M | +20.6% | -7.2% | +27.8% | +21.5% |
| 6M | +2.1% | -21.5% | +23.6% | +5.2% |
| YTD | -2.6% | -37.4% | +34.8% | +4.2% |
| 1Y | -8.7% | -54.3% | +45.7% | +3.3% |
| 3Y | -7.4% | -20.3% | +12.9% | -7.5% |
| 5Y | -5.7% | -51.2% | +45.5% | -7.2% |
| All | +23.2% | -76.8% | +100.0% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling