-30.8%
CPNG vs TEM
+60.7%
-91.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -6.3% | +3.2% | -9.5% | -6.6% |
| 30D | -8.7% | +23.5% | -32.3% | -11.0% |
| 3M | -2.4% | +32.3% | -34.7% | -5.8% |
| 6M | -22.3% | +23.0% | -45.4% | -24.8% |
| YTD | -37.2% | +8.9% | -46.1% | -38.8% |
| 1Y | -53.0% | -19.9% | -33.1% | -53.2% |
| All | -30.8% | +60.7% | -91.5% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling