-22.4%
CPNG vs MTB
+113.5%
-135.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | -11.1% | -4.6% | -6.5% | -10.2% |
| 3M | -3.0% | +7.4% | -10.4% | -4.9% |
| 6M | -23.5% | +18.7% | -42.2% | -26.8% |
| YTD | -37.8% | +21.1% | -58.9% | -40.9% |
| 1Y | -54.3% | +24.1% | -78.4% | -56.9% |
| All | -22.4% | +113.5% | -135.9% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling