-46.8%
CPNG vs TD
+64.8%
-111.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.9% |
| 7D | -7.4% | +0.3% | -7.8% | -7.6% |
| 30D | -4.4% | +0.4% | -4.8% | -4.8% |
| 3M | -7.5% | +7.6% | -15.1% | -12.2% |
| 6M | -19.9% | +25.0% | -44.9% | -32.6% |
| YTD | -35.2% | +31.0% | -66.2% | -46.6% |
| 1Y | -46.8% | +65.2% | -112.0% | -61.8% |
| All | -46.8% | +64.8% | -111.6% | -61.8% |
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