-20.0%
CPNG vs CFG
+193.0%
-213.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | -6.3% | +2.7% | -9.0% | -6.8% |
| 30D | -8.7% | -3.7% | -5.1% | -8.1% |
| 3M | -2.4% | +9.5% | -11.9% | -4.9% |
| 6M | -22.3% | +22.2% | -44.6% | -26.3% |
| YTD | -37.2% | +22.3% | -59.5% | -40.6% |
| 1Y | -53.0% | +39.4% | -92.4% | -57.0% |
| 3Y | -20.0% | +188.5% | -208.5% | -44.5% |
| All | -20.0% | +193.0% | -213.0% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling