-69.9%
CPNG vs TRGP
+855.4%
-925.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.6% |
| 7D | -6.3% | -0.6% | -5.7% | -6.1% |
| 30D | -8.7% | +14.6% | -23.3% | -12.7% |
| 3M | -2.4% | +11.9% | -14.4% | -6.6% |
| 6M | -22.3% | +25.3% | -47.6% | -28.7% |
| YTD | -37.2% | +61.9% | -99.1% | -47.4% |
| 1Y | -53.0% | +87.3% | -140.3% | -62.9% |
| 3Y | -20.0% | +268.0% | -288.0% | -53.5% |
| 5Y | -52.8% | +638.2% | -691.0% | -74.8% |
| All | -69.9% | +855.4% | -925.3% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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