-46.9%
CPNG vs TLN
-17.6%
-29.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -8.5% | +20.5% | +12.6% |
| 7D | +20.8% | -6.0% | +26.9% | +21.1% |
| 30D | +20.1% | -1.5% | +21.6% | +19.5% |
| 3M | +1.6% | -3.9% | +5.5% | +1.2% |
| 6M | -15.8% | -15.0% | -0.8% | -16.3% |
| YTD | -27.7% | -12.8% | -14.9% | -29.5% |
| 1Y | -46.9% | -17.3% | -29.6% | -47.1% |
| All | -46.9% | -17.6% | -29.3% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling