-21.6%
CPNG vs TAP
-32.4%
+10.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -3.0% |
| 7D | -6.3% | -2.3% | -4.0% | -6.2% |
| 30D | -8.7% | -9.4% | +0.7% | -8.5% |
| 3M | -2.4% | -0.8% | -1.6% | -2.4% |
| 6M | -22.3% | -14.7% | -7.6% | -21.6% |
| YTD | -37.2% | -13.9% | -23.3% | -37.0% |
| 1Y | -53.0% | -18.6% | -34.4% | -52.4% |
| All | -21.6% | -32.4% | +10.8% | -21.3% |
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 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