-46.9%
CPNG vs TD
+61.0%
-108.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.2% | +10.8% |
| 7D | +20.8% | +1.4% | +19.5% | +20.1% |
| 30D | +20.1% | +10.2% | +9.8% | +15.8% |
| 3M | +1.6% | +8.1% | -6.5% | -1.7% |
| 6M | -15.8% | +22.3% | -38.1% | -25.5% |
| YTD | -27.7% | +39.0% | -66.8% | -43.1% |
| 1Y | -46.9% | +62.6% | -109.6% | -64.2% |
| All | -46.9% | +61.0% | -108.0% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling