-51.9%
CPNG vs TE
-48.4%
-3.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | +0.1% |
| 7D | -5.4% | +0.9% | -6.3% | -5.6% |
| 30D | -11.1% | -16.3% | +5.2% | -9.8% |
| 3M | -3.0% | -40.8% | +37.8% | +0.7% |
| 6M | -23.5% | -42.6% | +19.1% | -22.1% |
| YTD | -37.8% | -31.4% | -6.4% | -38.8% |
| 1Y | -54.3% | +144.9% | -199.2% | -63.0% |
| 3Y | -20.8% | -26.0% | +5.2% | -22.3% |
| All | -51.9% | -48.4% | -3.5% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling