-46.0%
CPNG vs TFC
+1.3%
-47.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -6.8% | +2.3% | -9.0% | -7.6% |
| 30D | +5.5% | +10.8% | -5.3% | +1.3% |
| 3M | -6.8% | -3.8% | -3.0% | -5.4% |
| 6M | -4.8% | +9.6% | -14.4% | -8.9% |
| YTD | -35.6% | +5.8% | -41.4% | -37.8% |
| 1Y | -46.8% | +16.2% | -62.9% | -50.7% |
| 3Y | -0.8% | +96.0% | -96.8% | -31.3% |
| All | -46.0% | +1.3% | -47.3% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling