-51.2%
CPNG vs TAP
-0.5%
-50.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -7.6% | -5.1% | -2.5% | -6.6% |
| 30D | -8.8% | -8.4% | -0.4% | -7.3% |
| 3M | -7.2% | -3.9% | -3.3% | -6.8% |
| 6M | -21.5% | -14.4% | -7.2% | -19.3% |
| YTD | -37.4% | -14.7% | -22.7% | -36.0% |
| 1Y | -54.3% | -18.7% | -35.7% | -52.8% |
| 3Y | -20.3% | -32.6% | +12.3% | -14.0% |
| 5Y | -51.2% | -1.4% | -49.8% | -55.6% |
| All | -51.2% | -0.5% | -50.7% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling