-23.5%
CPNG vs TDG
-11.3%
-12.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -5.4% | -2.7% | -2.7% | -4.1% |
| 30D | -11.1% | -9.3% | -1.8% | -6.6% |
| 3M | -3.0% | -7.1% | +4.1% | +0.5% |
| 6M | -23.5% | -11.2% | -12.4% | -17.4% |
| All | -23.5% | -11.3% | -12.2% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 6mo: compounded portfolio wealth divided by compounded TDG 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…
6mo analysis · Full analysis span regression · 6 months rolling