-21.9%
CPNG vs TLN
+483.9%
-505.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.1% |
| 7D | -7.6% | +5.8% | -13.4% | -8.4% |
| 30D | -8.8% | -6.9% | -2.0% | -8.0% |
| 3M | -7.2% | -10.9% | +3.7% | -6.3% |
| 6M | -21.5% | -4.6% | -16.9% | -22.1% |
| YTD | -37.4% | -14.7% | -22.7% | -37.2% |
| 1Y | -54.3% | -17.9% | -36.4% | -54.1% |
| All | -21.9% | +483.9% | -505.8% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling