-70.2%
CPNG vs TRI
+22.1%
-92.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -5.4% | -14.4% | +8.9% | -0.6% |
| 30D | -11.1% | -8.1% | -3.0% | -8.9% |
| 3M | -3.0% | +17.5% | -20.5% | -10.3% |
| 6M | -23.5% | -5.0% | -18.6% | -23.5% |
| YTD | -37.8% | -24.7% | -13.1% | -30.3% |
| 1Y | -54.3% | -41.5% | -12.8% | -40.9% |
| 3Y | -20.8% | -20.3% | -0.4% | -21.2% |
| 5Y | -51.1% | -10.9% | -40.1% | -61.3% |
| All | -70.2% | +22.1% | -92.4% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling