+193.3%
COP vs CPNG
-52.6%
+245.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -0.5% | -7.6% | +7.1% | 0.0% |
| 30D | +11.7% | -8.8% | +20.5% | +12.3% |
| 3M | +17.7% | -7.2% | +24.9% | +17.8% |
| 6M | +18.3% | -21.5% | +39.8% | +19.6% |
| YTD | +49.1% | -37.4% | +86.5% | +53.3% |
| 1Y | +53.3% | -54.3% | +107.7% | +61.9% |
| 3Y | +22.2% | -20.3% | +42.5% | +21.4% |
| 5Y | +193.3% | -51.2% | +244.5% | +168.7% |
| All | +193.3% | -52.6% | +245.9% | +168.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling