+132.2%
COP vs CPNG
-43.2%
+175.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | +4.4% | -6.8% | +11.2% | +4.8% |
| 30D | 0.0% | +5.5% | -5.5% | -0.5% |
| 3M | +15.0% | -6.8% | +21.8% | +15.3% |
| 6M | +22.0% | -4.8% | +26.8% | +21.6% |
| YTD | +55.3% | -35.6% | +91.0% | +59.2% |
| 1Y | +64.1% | -46.8% | +110.9% | +70.9% |
| 3Y | +34.1% | -0.8% | +34.9% | +30.7% |
| All | +132.2% | -43.2% | +175.4% | +107.7% |
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