-69.0%
CPNG vs TPR
+223.9%
-292.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -7.4% | -2.3% | -5.1% | -6.6% |
| 30D | -4.4% | -23.0% | +18.5% | +4.9% |
| 3M | -7.5% | -12.5% | +5.0% | -3.9% |
| 6M | -19.9% | -21.4% | +1.5% | -14.1% |
| YTD | -35.2% | -3.5% | -31.7% | -37.1% |
| 1Y | -46.8% | +17.4% | -64.1% | -53.3% |
| 3Y | -20.2% | +291.3% | -311.4% | -65.4% |
| 5Y | -48.4% | +241.9% | -290.3% | -78.3% |
| All | -69.0% | +223.9% | -292.9% | -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