-51.1%
CPNG vs TSEM
+610.6%
-661.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.1% |
| 7D | -5.4% | +0.9% | -6.3% | -5.7% |
| 30D | -11.1% | -16.6% | +5.5% | -8.6% |
| 3M | -3.0% | -10.9% | +7.9% | -3.8% |
| 6M | -23.5% | +78.0% | -101.5% | -36.5% |
| YTD | -37.8% | +77.2% | -115.0% | -48.8% |
| 1Y | -54.3% | +207.6% | -261.9% | -67.5% |
| 3Y | -20.8% | +637.8% | -658.6% | -57.2% |
| 5Y | -51.1% | +617.0% | -668.1% | -73.0% |
| All | -51.1% | +610.6% | -661.7% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling