-69.2%
CPNG vs TAP
+5.0%
-74.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.2% |
| 7D | -6.8% | +1.3% | -8.0% | -7.0% |
| 30D | +5.5% | +5.7% | -0.2% | +4.5% |
| 3M | -6.8% | -1.9% | -4.8% | -6.6% |
| 6M | -4.8% | +0.9% | -5.8% | -5.2% |
| YTD | -35.6% | -9.5% | -26.1% | -35.1% |
| 1Y | -46.8% | -9.0% | -37.8% | -46.4% |
| 3Y | -0.8% | -22.2% | +21.5% | +2.0% |
| 5Y | -42.9% | +1.2% | -44.1% | -44.6% |
| All | -69.2% | +5.0% | -74.1% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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