-69.0%
CPNG vs TFC
+14.5%
-83.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -7.4% | +2.4% | -9.9% | -8.3% |
| 30D | -4.4% | -1.3% | -3.1% | -4.1% |
| 3M | -7.5% | +6.1% | -13.6% | -10.0% |
| 6M | -19.9% | +7.3% | -27.3% | -22.6% |
| YTD | -35.2% | +8.2% | -43.4% | -37.8% |
| 1Y | -46.8% | +14.4% | -61.2% | -50.2% |
| 3Y | -20.2% | +93.7% | -113.9% | -42.4% |
| 5Y | -48.4% | +16.4% | -64.8% | -51.8% |
| All | -69.0% | +14.5% | -83.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling