-69.3%
CPNG vs TSEM
+648.7%
-718.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.8% |
| 7D | -1.1% | -4.9% | +3.8% | -0.2% |
| 30D | -7.4% | -18.7% | +11.4% | -4.2% |
| 3M | -12.3% | -18.1% | +5.8% | -11.5% |
| 6M | -19.4% | +77.1% | -96.5% | -33.0% |
| YTD | -35.9% | +80.1% | -116.0% | -47.4% |
| 1Y | -53.4% | +220.4% | -273.8% | -67.2% |
| 3Y | -20.0% | +650.1% | -670.1% | -56.8% |
| 5Y | -49.6% | +628.9% | -678.4% | -72.1% |
| All | -69.3% | +648.7% | -718.0% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling