-10.7%
CPNG vs TLN
+589.3%
-600.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% |
| 3Y | -20.3% | +483.9% | -504.2% | -45.0% |
| All | -10.7% | +589.3% | -600.0% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling