-66.9%
CPNG vs TPR
+252.2%
-319.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +13.4% | +14.2% | -0.8% | +7.5% |
| 30D | +10.0% | +17.1% | -7.1% | +3.2% |
| 3M | -0.4% | -17.7% | +17.3% | +6.2% |
| 6M | -8.9% | -10.2% | +1.2% | -7.1% |
| YTD | -30.9% | +4.9% | -35.9% | -35.4% |
| 1Y | -43.8% | +36.1% | -80.0% | -53.5% |
| 3Y | -2.5% | +416.5% | -418.9% | -63.7% |
| 5Y | -45.6% | +254.8% | -300.4% | -77.8% |
| All | -66.9% | +252.2% | -319.1% | -86.4% |
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