-54.0%
CPNG vs CFG
+37.4%
-91.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | -7.6% | -0.6% | -7.0% | -7.5% |
| 30D | -8.8% | -4.5% | -4.3% | -8.3% |
| 3M | -7.2% | +6.3% | -13.5% | -9.3% |
| 6M | -21.5% | +20.6% | -42.1% | -25.5% |
| YTD | -37.4% | +21.2% | -58.7% | -40.5% |
| All | -54.0% | +37.4% | -91.4% | -57.2% |
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