-50.5%
CPNG vs TDY
+39.0%
-89.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.8% | +2.4% |
| 7D | -1.1% | -1.1% | 0.0% | -0.5% |
| 30D | -7.4% | -12.0% | +4.7% | -0.5% |
| 3M | -12.3% | -3.2% | -9.2% | -11.4% |
| 6M | -19.4% | -7.9% | -11.6% | -16.5% |
| YTD | -35.9% | +18.2% | -54.1% | -43.6% |
| 1Y | -53.4% | +6.7% | -60.1% | -56.4% |
| 3Y | -20.0% | +47.5% | -67.5% | -42.1% |
| All | -50.5% | +39.0% | -89.5% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling