-69.0%
CPNG vs TMF
-85.3%
+16.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -7.4% | -1.4% | -6.0% | -7.3% |
| 30D | -4.4% | -2.8% | -1.6% | -4.1% |
| 3M | -7.5% | -10.9% | +3.4% | -6.1% |
| 6M | -19.9% | -21.3% | +1.4% | -17.7% |
| YTD | -35.2% | -15.9% | -19.3% | -33.9% |
| 1Y | -46.8% | -15.7% | -31.0% | -45.8% |
| 3Y | -20.2% | -43.4% | +23.2% | -16.7% |
| 5Y | -48.4% | -87.8% | +39.3% | -45.7% |
| All | -69.0% | -85.3% | +16.4% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling