-44.7%
CPNG vs TMF
-88.4%
+43.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +11.7% | +0.6% | +11.1% | +11.6% |
| 30D | +3.8% | +16.3% | -12.5% | +1.5% |
| 3M | +1.2% | -2.7% | +3.9% | +1.5% |
| 6M | -3.3% | -13.2% | +9.9% | -1.4% |
| YTD | -30.4% | -16.7% | -13.7% | -28.8% |
| 1Y | -43.1% | -22.7% | -20.4% | -41.3% |
| 3Y | +8.2% | -26.1% | +34.3% | +10.2% |
| 5Y | -44.7% | -88.4% | +43.7% | -38.5% |
| All | -44.7% | -88.4% | +43.7% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling