-69.2%
CPNG vs TMF
-86.8%
+17.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -6.8% | -9.3% | +2.5% | -5.5% |
| 30D | +5.5% | +1.9% | +3.6% | +5.2% |
| 3M | -6.8% | -11.2% | +4.5% | -5.3% |
| 6M | -4.8% | -17.7% | +12.9% | -2.4% |
| YTD | -35.6% | -24.5% | -11.2% | -33.5% |
| 1Y | -46.8% | -29.4% | -17.3% | -44.6% |
| 3Y | -0.8% | -33.4% | +32.6% | +2.3% |
| 5Y | -42.9% | -88.7% | +45.9% | -39.0% |
| All | -69.2% | -86.8% | +17.7% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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