-69.2%
CPNG vs CFG
+85.9%
-155.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -6.8% | +3.2% | -9.9% | -7.8% |
| 30D | +5.5% | +5.1% | +0.4% | +3.8% |
| 3M | -6.8% | -11.2% | +4.5% | -3.0% |
| 6M | -4.8% | +9.6% | -14.4% | -8.2% |
| YTD | -35.6% | +15.0% | -50.6% | -39.3% |
| 1Y | -46.8% | +29.9% | -76.6% | -52.0% |
| 3Y | -0.8% | +192.1% | -192.9% | -38.1% |
| 5Y | -42.9% | +62.3% | -105.1% | -55.4% |
| All | -69.2% | +85.9% | -155.0% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling