-20.0%
CPNG vs TSLQ
-95.6%
+75.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.0% |
| 7D | -1.1% | -6.6% | +5.5% | -1.6% |
| 30D | -7.4% | -24.3% | +16.9% | -8.9% |
| 3M | -12.3% | -3.6% | -8.7% | -11.7% |
| 6M | -19.4% | -12.0% | -7.5% | -18.7% |
| YTD | -35.9% | +1.4% | -37.3% | -34.5% |
| 1Y | -53.4% | -43.6% | -9.9% | -53.8% |
| 3Y | -20.0% | -95.4% | +75.4% | -24.2% |
| All | -20.0% | -95.6% | +75.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling