-70.0%
CPNG vs TEL
+69.4%
-139.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -7.6% | +1.2% | -8.8% | -8.2% |
| 30D | -8.8% | -4.1% | -4.7% | -7.1% |
| 3M | -7.2% | -2.6% | -4.7% | -6.9% |
| 6M | -21.5% | 0.0% | -21.5% | -23.7% |
| YTD | -37.4% | -9.1% | -28.4% | -36.4% |
| 1Y | -54.3% | -0.8% | -53.5% | -56.5% |
| 3Y | -20.3% | +67.4% | -87.7% | -50.7% |
| 5Y | -51.2% | +51.8% | -103.0% | -69.7% |
| All | -70.0% | +69.4% | -139.5% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling