-69.9%
CPNG vs TSEM
+678.1%
-748.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | -6.3% | +10.4% | -16.7% | -8.0% |
| 30D | -8.7% | -12.9% | +4.2% | -6.8% |
| 3M | -2.4% | -9.2% | +6.7% | -3.6% |
| 6M | -22.3% | +98.8% | -121.1% | -37.0% |
| YTD | -37.2% | +87.2% | -124.4% | -48.8% |
| 1Y | -53.0% | +239.0% | -292.0% | -67.3% |
| 3Y | -20.0% | +679.5% | -699.5% | -57.1% |
| 5Y | -52.8% | +667.3% | -720.0% | -74.2% |
| All | -69.9% | +678.1% | -748.1% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling