-69.3%
CPNG vs TDG
+129.6%
-198.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.4% |
| 7D | -1.1% | -1.9% | +0.8% | 0.0% |
| 30D | -7.4% | -7.7% | +0.3% | -3.1% |
| 3M | -12.3% | -9.3% | -3.0% | -7.6% |
| 6M | -19.4% | -9.4% | -10.1% | -15.5% |
| YTD | -35.9% | -14.3% | -21.7% | -31.0% |
| 1Y | -53.4% | -11.8% | -41.6% | -50.8% |
| 3Y | -20.0% | +52.0% | -72.0% | -46.1% |
| 5Y | -49.6% | +128.8% | -178.4% | -74.8% |
| All | -69.3% | +129.6% | -198.9% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling