-11.3%
CPNG vs TLN
+571.8%
-583.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.2% |
| 7D | -5.4% | +2.0% | -7.4% | -5.7% |
| 30D | -11.1% | -12.9% | +1.9% | -9.4% |
| 3M | -3.0% | -7.4% | +4.5% | -2.5% |
| 6M | -23.5% | -6.0% | -17.5% | -23.9% |
| YTD | -37.8% | -16.9% | -20.9% | -37.3% |
| 1Y | -54.3% | -22.6% | -31.7% | -53.6% |
| 3Y | -20.8% | +469.0% | -489.8% | -45.1% |
| All | -11.3% | +571.8% | -583.0% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling