-20.0%
CPNG vs TNA
+101.9%
-121.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | -1.1% | -7.3% | +6.2% | +0.5% |
| 30D | -7.4% | -14.2% | +6.8% | -4.4% |
| 3M | -12.3% | -4.6% | -7.8% | -11.9% |
| 6M | -19.4% | +36.9% | -56.4% | -25.4% |
| YTD | -35.9% | +42.5% | -78.5% | -41.2% |
| 1Y | -53.4% | +45.8% | -99.2% | -57.8% |
| 3Y | -20.0% | +104.7% | -124.7% | -40.1% |
| All | -20.0% | +101.9% | -121.9% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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