-54.3%
CPNG vs TMF
-23.1%
-31.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.2% |
| 7D | -7.6% | -0.9% | -6.7% | -7.3% |
| 30D | -8.8% | -1.0% | -7.9% | -8.6% |
| 3M | -7.2% | -11.3% | +4.0% | -4.3% |
| 6M | -21.5% | -22.7% | +1.2% | -20.3% |
| YTD | -37.4% | -17.3% | -20.1% | -35.6% |
| 1Y | -54.3% | -22.5% | -31.9% | -52.0% |
| All | -54.3% | -23.1% | -31.3% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling