-70.0%
CPNG vs TGT
+3.4%
-73.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.6% |
| 7D | -7.6% | -3.6% | -4.0% | -6.6% |
| 30D | -8.8% | +4.4% | -13.2% | -10.1% |
| 3M | -7.2% | +25.4% | -32.6% | -13.9% |
| 6M | -21.5% | +33.4% | -54.9% | -28.8% |
| YTD | -37.4% | +65.6% | -103.0% | -47.1% |
| 1Y | -54.3% | +80.3% | -134.6% | -62.6% |
| 3Y | -20.3% | +42.1% | -62.4% | -34.1% |
| 5Y | -51.2% | -25.0% | -26.2% | -50.7% |
| All | -70.0% | +3.4% | -73.5% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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