-70.2%
CPNG vs TD
+131.5%
-201.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | -5.4% | -2.6% | -2.8% | -4.0% |
| 30D | -11.1% | -1.0% | -10.1% | -10.8% |
| 3M | -3.0% | +5.6% | -8.6% | -6.6% |
| 6M | -23.5% | +27.1% | -50.6% | -34.1% |
| YTD | -37.8% | +29.4% | -67.2% | -47.1% |
| 1Y | -54.3% | +60.7% | -115.0% | -65.9% |
| 3Y | -20.8% | +127.6% | -148.4% | -53.5% |
| 5Y | -51.1% | +125.4% | -176.5% | -67.9% |
| All | -70.2% | +131.5% | -201.7% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling