-20.0%
CPNG vs TPR
+292.6%
-312.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.4% |
| 7D | -6.3% | -3.4% | -2.9% | -5.6% |
| 30D | -8.7% | -27.3% | +18.6% | -3.1% |
| 3M | -2.4% | -16.2% | +13.8% | +0.3% |
| 6M | -22.3% | -17.9% | -4.4% | -20.2% |
| YTD | -37.2% | -7.1% | -30.1% | -37.6% |
| 1Y | -53.0% | +13.6% | -66.6% | -55.9% |
| 3Y | -20.0% | +293.7% | -313.8% | -53.2% |
| All | -20.0% | +292.6% | -312.7% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling