-70.0%
CPNG vs TRU
-10.0%
-60.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | 0.0% |
| 7D | -7.6% | -6.5% | -1.1% | -5.3% |
| 30D | -8.8% | -2.5% | -6.3% | -8.0% |
| 3M | -7.2% | +10.4% | -17.6% | -11.7% |
| 6M | -21.5% | +1.6% | -23.2% | -23.3% |
| YTD | -37.4% | -9.7% | -27.7% | -36.5% |
| 1Y | -54.3% | -17.3% | -37.1% | -52.3% |
| 3Y | -20.3% | -1.8% | -18.5% | -27.1% |
| 5Y | -51.2% | -36.2% | -15.0% | -50.8% |
| All | -70.0% | -10.0% | -60.0% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling