-53.4%
CPNG vs TRU
-13.7%
-39.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | -7.4% | -2.0% | -5.3% | -7.1% |
| 3M | -12.3% | +18.4% | -30.8% | -14.4% |
| 6M | -19.4% | +8.9% | -28.3% | -20.6% |
| YTD | -35.9% | -8.9% | -27.0% | -36.8% |
| 1Y | -53.4% | -15.9% | -37.5% | -54.3% |
| All | -53.4% | -13.7% | -39.8% | -54.3% |
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