-67.5%
CPNG vs TPR
+253.6%
-321.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.4% |
| 7D | -6.2% | +6.4% | -12.6% | -8.7% |
| 30D | +4.6% | +13.8% | -9.1% | -0.7% |
| 3M | -3.1% | -16.6% | +13.5% | +2.8% |
| 6M | -0.9% | +0.7% | -1.5% | -3.3% |
| YTD | -32.2% | +5.3% | -37.6% | -36.7% |
| 1Y | -44.2% | +32.4% | -76.5% | -53.2% |
| 3Y | +4.4% | +406.4% | -402.0% | -60.6% |
| 5Y | -45.2% | +227.9% | -273.1% | -77.5% |
| All | -67.5% | +253.6% | -321.1% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling