-7.5%
CPNG vs TLN
+583.6%
-591.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -2.0% |
| 7D | -7.4% | +7.1% | -14.5% | -8.4% |
| 30D | -4.4% | -3.9% | -0.5% | -4.0% |
| 3M | -7.5% | -16.2% | +8.7% | -5.7% |
| 6M | -19.9% | -5.8% | -14.1% | -20.4% |
| YTD | -35.2% | -15.4% | -19.8% | -34.8% |
| 1Y | -46.8% | -16.7% | -30.1% | -46.6% |
| 3Y | -20.2% | +473.8% | -493.9% | -44.7% |
| All | -7.5% | +583.6% | -591.1% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling