-20.0%
CPNG vs TEL
+71.6%
-91.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.1% |
| 7D | -1.1% | +1.6% | -2.7% | -1.5% |
| 30D | -7.4% | -0.7% | -6.7% | -7.3% |
| 3M | -12.3% | +2.4% | -14.8% | -13.4% |
| 6M | -19.4% | +4.1% | -23.6% | -21.4% |
| YTD | -35.9% | -5.8% | -30.1% | -35.9% |
| 1Y | -53.4% | +0.9% | -54.3% | -54.7% |
| 3Y | -20.0% | +72.6% | -92.6% | -36.2% |
| All | -20.0% | +71.6% | -91.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 3y: compounded portfolio wealth divided by compounded TEL 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…
3y analysis · Full analysis span regression · 6 months rolling