-69.3%
CPNG vs TE
-58.4%
-10.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -7.4% | -5.9% | -1.4% | -7.1% |
| 3M | -12.3% | -45.6% | +33.2% | -8.3% |
| 6M | -19.4% | -43.4% | +23.9% | -17.9% |
| YTD | -35.9% | -31.0% | -4.9% | -36.9% |
| 1Y | -53.4% | +145.2% | -198.6% | -62.0% |
| 3Y | -20.0% | -24.1% | +4.1% | -24.0% |
| 5Y | -49.6% | -48.1% | -1.4% | -49.7% |
| All | -69.3% | -58.4% | -10.9% | -71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling