+177.7%
COP vs CPNG
-76.9%
+254.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +1.0% | -5.4% | +6.4% | +1.3% |
| 30D | +9.6% | -11.1% | +20.6% | +10.2% |
| 3M | +15.0% | -3.0% | +18.0% | +14.8% |
| 6M | +21.8% | -23.5% | +45.3% | +23.2% |
| YTD | +49.6% | -37.8% | +87.4% | +53.4% |
| 1Y | +49.9% | -54.3% | +104.2% | +57.2% |
| 3Y | +22.6% | -20.8% | +43.4% | +22.1% |
| 5Y | +193.6% | -51.1% | +244.7% | +178.2% |
| All | +177.7% | -76.9% | +254.6% | +152.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling