-69.3%
CPNG vs TFC
+11.7%
-81.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | -1.1% | -2.4% | +1.3% | -0.2% |
| 30D | -7.4% | -3.4% | -4.0% | -6.3% |
| 3M | -12.3% | +0.4% | -12.8% | -13.0% |
| 6M | -19.4% | +12.7% | -32.1% | -23.6% |
| YTD | -35.9% | +5.6% | -41.5% | -37.9% |
| 1Y | -53.4% | +16.0% | -69.4% | -56.6% |
| 3Y | -20.0% | +94.0% | -114.0% | -42.4% |
| 5Y | -49.6% | +16.2% | -65.7% | -52.3% |
| All | -69.3% | +11.7% | -81.0% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling