-51.1%
CPNG vs MTB
+101.1%
-152.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | -11.1% | -4.6% | -6.5% | -9.8% |
| 3M | -3.0% | +7.4% | -10.4% | -5.7% |
| 6M | -23.5% | +18.7% | -42.2% | -28.2% |
| YTD | -37.8% | +21.1% | -58.9% | -42.3% |
| 1Y | -54.3% | +24.1% | -78.4% | -58.1% |
| 3Y | -20.8% | +115.3% | -136.1% | -43.9% |
| 5Y | -51.1% | +106.0% | -157.1% | -62.4% |
| All | -51.1% | +101.1% | -152.1% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling