+76.1%
COF vs CPNG
-76.8%
+152.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -2.7% | -7.6% | +4.9% | -1.3% |
| 30D | -3.4% | -8.8% | +5.5% | -1.9% |
| 3M | +15.4% | -7.2% | +22.6% | +16.3% |
| 6M | +14.4% | -21.5% | +36.0% | +18.0% |
| YTD | -12.0% | -37.4% | +25.5% | -5.8% |
| 1Y | -3.7% | -54.3% | +50.6% | +8.6% |
| 3Y | +121.1% | -20.3% | +141.4% | +121.6% |
| 5Y | +47.8% | -51.2% | +99.0% | +43.2% |
| All | +76.1% | -76.8% | +152.8% | +63.8% |
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