-70.0%
CPNG vs TPR
+201.6%
-271.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.0% |
| 7D | -7.6% | -7.3% | -0.3% | -4.8% |
| 30D | -8.8% | -30.7% | +21.9% | +4.4% |
| 3M | -7.2% | -21.6% | +14.4% | +0.6% |
| 6M | -21.5% | -21.3% | -0.2% | -16.0% |
| YTD | -37.4% | -10.2% | -27.3% | -37.6% |
| 1Y | -54.3% | +9.5% | -63.8% | -58.8% |
| 3Y | -20.3% | +280.8% | -301.1% | -65.4% |
| 5Y | -51.2% | +218.7% | -269.9% | -78.9% |
| All | -70.0% | +201.6% | -271.6% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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