-20.0%
CPNG vs TD
+127.3%
-147.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | -7.4% | -1.9% | -5.5% | -6.9% |
| 3M | -12.3% | +4.8% | -17.1% | -14.2% |
| 6M | -19.4% | +28.0% | -47.4% | -27.0% |
| YTD | -35.9% | +30.3% | -66.2% | -42.2% |
| 1Y | -53.4% | +59.8% | -113.2% | -60.6% |
| 3Y | -20.0% | +124.7% | -144.7% | -40.4% |
| All | -20.0% | +127.3% | -147.3% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling