+44.6%
COP vs CPNG
-45.9%
+90.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.2% |
| 7D | +3.0% | -7.4% | +10.4% | +2.5% |
| 30D | +17.5% | -4.4% | +21.9% | +17.1% |
| 3M | +13.4% | -7.5% | +20.9% | +13.3% |
| 6M | +17.7% | -19.9% | +37.7% | +17.9% |
| YTD | +46.6% | -35.2% | +81.8% | +44.1% |
| 1Y | +44.6% | -46.8% | +91.4% | +46.1% |
| All | +44.6% | -45.9% | +90.5% | +46.1% |
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 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