-54.3%
CPNG vs TLN
-23.2%
-31.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -5.4% | +2.0% | -7.4% | -5.7% |
| 30D | -11.1% | -12.9% | +1.9% | -9.7% |
| 3M | -3.0% | -7.4% | +4.5% | -3.0% |
| 6M | -23.5% | -6.0% | -17.5% | -24.4% |
| YTD | -37.8% | -16.9% | -20.9% | -38.2% |
| 1Y | -54.3% | -22.6% | -31.7% | -52.4% |
| All | -54.3% | -23.2% | -31.2% | -52.4% |
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