-20.0%
CPNG vs TRI
-18.9%
-1.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.8% |
| 7D | -1.1% | -7.9% | +6.8% | +0.4% |
| 30D | -7.4% | -4.5% | -2.8% | -6.7% |
| 3M | -12.3% | +22.1% | -34.4% | -16.6% |
| 6M | -19.4% | -2.8% | -16.7% | -19.2% |
| YTD | -35.9% | -23.4% | -12.5% | -30.5% |
| 1Y | -53.4% | -41.5% | -11.9% | -44.0% |
| 3Y | -20.0% | -19.2% | -0.8% | -12.3% |
| All | -20.0% | -18.9% | -1.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling