-47.9%
CPNG vs TOST
-49.0%
+1.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.4% |
| 7D | -6.3% | -0.9% | -5.4% | -5.9% |
| 30D | -8.7% | -3.5% | -5.3% | -7.7% |
| 3M | -2.4% | +38.1% | -40.6% | -13.6% |
| 6M | -22.3% | +9.9% | -32.2% | -26.0% |
| YTD | -37.2% | -6.3% | -31.0% | -37.2% |
| 1Y | -53.0% | -18.3% | -34.7% | -51.2% |
| 3Y | -20.0% | +59.7% | -79.8% | -41.8% |
| All | -47.9% | -49.0% | +1.0% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling