+60.7%
COP vs CPNG
-45.7%
+106.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +12.0% | -17.1% | -3.9% |
| 7D | -8.1% | +20.8% | -29.0% | -6.3% |
| 30D | +6.7% | +20.1% | -13.4% | +8.7% |
| 3M | +16.9% | +1.6% | +15.3% | +17.8% |
| 6M | +11.2% | -15.8% | +27.0% | +12.9% |
| YTD | +49.5% | -27.7% | +77.2% | +48.8% |
| 1Y | +60.7% | -46.9% | +107.6% | +63.0% |
| All | +60.7% | -45.7% | +106.4% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling