-20.0%
CPNG vs TMF
-42.4%
+22.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.3% | +1.0% | -7.2% | -6.4% |
| 30D | -8.7% | -1.8% | -6.9% | -8.5% |
| 3M | -2.4% | -8.2% | +5.8% | -1.1% |
| 6M | -22.3% | -19.5% | -2.8% | -20.1% |
| YTD | -37.2% | -16.0% | -21.3% | -35.8% |
| 1Y | -53.0% | -22.5% | -30.5% | -51.5% |
| 3Y | -20.0% | -42.3% | +22.2% | -14.1% |
| All | -20.0% | -42.4% | +22.3% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling