-69.2%
CPNG vs TPR
+251.1%
-320.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -6.8% | -0.3% | -6.5% | -6.6% |
| 30D | +5.5% | +15.1% | -9.6% | -0.4% |
| 3M | -6.8% | +3.5% | -10.3% | -8.4% |
| 6M | -4.8% | +0.4% | -5.3% | -7.1% |
| YTD | -35.6% | +4.6% | -40.2% | -39.7% |
| 1Y | -46.8% | +33.1% | -79.9% | -55.4% |
| 3Y | -0.8% | +396.0% | -396.8% | -62.1% |
| 5Y | -42.9% | +230.3% | -273.1% | -76.5% |
| All | -69.2% | +251.1% | -320.3% | -87.3% |
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