-52.8%
CPNG vs TPR
+230.0%
-282.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -1.6% |
| 7D | -6.3% | -3.4% | -2.9% | -4.9% |
| 30D | -8.7% | -27.3% | +18.6% | +3.2% |
| 3M | -2.4% | -16.2% | +13.8% | +3.4% |
| 6M | -22.3% | -17.9% | -4.4% | -18.1% |
| YTD | -37.2% | -7.1% | -30.1% | -38.3% |
| 1Y | -53.0% | +13.6% | -66.6% | -58.6% |
| 3Y | -20.0% | +293.7% | -313.8% | -68.7% |
| 5Y | -52.8% | +239.1% | -291.9% | -81.8% |
| All | -52.8% | +230.0% | -282.7% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling