-69.3%
CPNG vs MTB
+84.0%
-153.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +3.0% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -7.4% | -4.8% | -2.6% | -6.0% |
| 3M | -12.3% | +6.0% | -18.3% | -14.2% |
| 6M | -19.4% | +19.6% | -39.1% | -24.1% |
| YTD | -35.9% | +21.5% | -57.4% | -40.0% |
| 1Y | -53.4% | +24.7% | -78.1% | -56.9% |
| 3Y | -20.0% | +108.6% | -128.6% | -39.9% |
| 5Y | -49.6% | +106.7% | -156.3% | -57.6% |
| All | -69.3% | +84.0% | -153.3% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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