+118.1%
COF vs CPNG
-19.3%
+137.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | 0.0% |
| 7D | -5.1% | -1.1% | -4.0% | -5.0% |
| 30D | -6.0% | -7.4% | +1.3% | -4.8% |
| 3M | +14.8% | -12.3% | +27.2% | +17.1% |
| 6M | +15.3% | -19.4% | +34.8% | +18.3% |
| YTD | -13.0% | -35.9% | +22.9% | -7.3% |
| 1Y | -5.7% | -53.4% | +47.7% | +6.4% |
| 3Y | +118.1% | -20.0% | +138.1% | +113.1% |
| All | +118.1% | -19.3% | +137.4% | +113.1% |
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