-21.9%
CPNG vs TFC
+91.9%
-113.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -7.6% | -1.3% | -6.3% | -7.3% |
| 30D | -8.8% | -2.3% | -6.5% | -8.4% |
| 3M | -7.2% | +2.5% | -9.7% | -8.2% |
| 6M | -21.5% | +9.5% | -31.0% | -23.8% |
| YTD | -37.4% | +5.1% | -42.5% | -38.8% |
| 1Y | -54.3% | +15.5% | -69.8% | -56.5% |
| All | -21.9% | +91.9% | -113.8% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling