+20.8%
COP vs CPNG
-19.7%
+40.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.7% |
| 7D | -0.8% | -6.3% | +5.4% | -0.7% |
| 30D | +15.6% | -8.7% | +24.3% | +15.9% |
| 3M | +14.3% | -2.4% | +16.8% | +13.9% |
| 6M | +17.0% | -22.3% | +39.3% | +18.1% |
| YTD | +47.4% | -37.2% | +84.7% | +51.3% |
| 1Y | +52.4% | -53.0% | +105.4% | +61.1% |
| 3Y | +20.8% | -20.0% | +40.9% | +16.5% |
| All | +20.8% | -19.7% | +40.5% | +16.5% |
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