-69.3%
CPNG vs MTUM
+103.0%
-172.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.0% |
| 7D | -1.1% | +0.7% | -1.8% | -1.8% |
| 30D | -7.4% | -2.4% | -4.9% | -5.7% |
| 3M | -12.3% | -3.6% | -8.7% | -12.3% |
| 6M | -19.4% | +23.7% | -43.1% | -37.8% |
| YTD | -35.9% | +22.9% | -58.8% | -50.2% |
| 1Y | -53.4% | +21.8% | -75.2% | -63.5% |
| 3Y | -20.0% | +114.4% | -134.4% | -69.5% |
| 5Y | -49.6% | +79.6% | -129.1% | -77.2% |
| All | -69.3% | +103.0% | -172.3% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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