-46.9%
CPNG vs TE
-16.5%
-30.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.5% | +15.5% | +12.2% |
| 7D | +20.8% | +3.8% | +17.0% | +20.4% |
| 30D | +20.1% | -26.2% | +46.3% | +21.9% |
| 3M | +1.6% | -49.7% | +51.3% | +5.2% |
| 6M | -15.8% | -46.5% | +30.6% | -13.8% |
| YTD | -27.7% | -59.1% | +31.4% | -25.6% |
| 1Y | -46.9% | -25.8% | -21.1% | -47.4% |
| All | -46.9% | -16.5% | -30.4% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling