-46.9%
CPNG vs TFC
+20.8%
-67.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.0% | +9.0% | +11.3% |
| 7D | +20.8% | +5.1% | +15.8% | +19.7% |
| 30D | +20.1% | +9.8% | +10.3% | +18.1% |
| 3M | +1.6% | -2.4% | +4.1% | +1.6% |
| 6M | -15.8% | +4.9% | -20.8% | -17.7% |
| YTD | -27.7% | +6.6% | -34.3% | -30.8% |
| 1Y | -46.9% | +21.3% | -68.2% | -51.9% |
| All | -46.9% | +20.8% | -67.7% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling