-69.0%
CPNG vs CFG
+100.0%
-169.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -7.4% | +1.5% | -9.0% | -7.9% |
| 30D | -4.4% | -3.8% | -0.6% | -3.3% |
| 3M | -7.5% | +11.5% | -19.0% | -11.3% |
| 6M | -19.9% | +19.2% | -39.1% | -25.1% |
| YTD | -35.2% | +23.7% | -58.9% | -40.4% |
| 1Y | -46.8% | +38.8% | -85.6% | -53.2% |
| 3Y | -20.2% | +178.9% | -199.1% | -49.1% |
| 5Y | -48.4% | +101.8% | -150.2% | -60.7% |
| All | -69.0% | +100.0% | -169.0% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling