-46.9%
CPNG vs CFG
+34.2%
-81.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.4% | +9.6% | +11.4% |
| 7D | +20.8% | +1.8% | +19.1% | +20.4% |
| 30D | +20.1% | +3.3% | +16.8% | +19.3% |
| 3M | +1.6% | -9.8% | +11.5% | +3.1% |
| 6M | -15.8% | +5.2% | -21.0% | -18.1% |
| YTD | -27.7% | +16.1% | -43.8% | -31.0% |
| 1Y | -46.9% | +33.7% | -80.6% | -51.0% |
| All | -46.9% | +34.2% | -81.2% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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