-69.3%
CPNG vs TT
+188.1%
-257.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.8% |
| 7D | -1.1% | -1.2% | +0.1% | -0.5% |
| 30D | -7.4% | -7.3% | 0.0% | -4.1% |
| 3M | -12.3% | -3.6% | -8.7% | -11.7% |
| 6M | -19.4% | +2.8% | -22.3% | -21.8% |
| YTD | -35.9% | +14.5% | -50.4% | -41.4% |
| 1Y | -53.4% | +7.4% | -60.8% | -56.2% |
| 3Y | -20.0% | +116.2% | -136.2% | -52.8% |
| 5Y | -49.6% | +147.4% | -196.9% | -77.9% |
| All | -69.3% | +188.1% | -257.4% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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