-46.8%
CPNG vs TRU
-7.3%
-39.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | -0.6% |
| 7D | -7.4% | -6.8% | -0.7% | -6.6% |
| 30D | -4.4% | 0.0% | -4.5% | -4.5% |
| 3M | -7.5% | +13.3% | -20.8% | -9.5% |
| 6M | -19.9% | +3.4% | -23.4% | -20.8% |
| YTD | -35.2% | -6.4% | -28.8% | -35.8% |
| 1Y | -46.8% | -9.7% | -37.1% | -45.9% |
| All | -46.8% | -7.3% | -39.5% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling