-69.0%
CPNG vs THC
+372.3%
-441.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -7.4% | -0.7% | -6.8% | -7.3% |
| 30D | -4.4% | +1.3% | -5.7% | -4.9% |
| 3M | -7.5% | +64.2% | -71.8% | -20.1% |
| 6M | -19.9% | +8.3% | -28.2% | -22.8% |
| YTD | -35.2% | +33.4% | -68.6% | -41.8% |
| 1Y | -46.8% | +37.7% | -84.5% | -53.0% |
| 3Y | -20.2% | +236.8% | -256.9% | -50.0% |
| 5Y | -48.4% | +249.3% | -297.7% | -70.4% |
| All | -69.0% | +372.3% | -441.2% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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