-29.3%
CPNG vs TEM
+47.5%
-76.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | -1.1% | -8.7% | +7.6% | -0.3% |
| 30D | -7.4% | +8.1% | -15.4% | -8.5% |
| 3M | -12.3% | +19.0% | -31.3% | -14.5% |
| 6M | -19.4% | +12.0% | -31.5% | -21.3% |
| YTD | -35.9% | -0.1% | -35.8% | -37.0% |
| 1Y | -53.4% | -33.5% | -19.9% | -52.9% |
| All | -29.3% | +47.5% | -76.9% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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