-0.8%
CPNG vs TAP
-22.2%
+21.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -0.8% |
| 7D | -6.8% | +1.3% | -8.0% | -6.8% |
| 30D | +5.5% | +5.7% | -0.2% | +5.3% |
| 3M | -6.8% | -1.9% | -4.8% | -6.7% |
| 6M | -4.8% | +0.9% | -5.8% | -4.7% |
| YTD | -35.6% | -9.5% | -26.1% | -35.5% |
| 1Y | -46.8% | -9.0% | -37.8% | -46.7% |
| 3Y | -0.8% | -22.2% | +21.5% | +3.4% |
| All | -0.8% | -22.2% | +21.4% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling