-69.0%
CPNG vs TT
+176.1%
-245.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -6.9% | +8.1% | -14.9% | -10.1% |
| 30D | +1.1% | -11.3% | +12.4% | +6.2% |
| 3M | -6.3% | -11.2% | +4.9% | -1.9% |
| 6M | -3.8% | -8.9% | +5.1% | -1.1% |
| YTD | -35.2% | +9.7% | -44.9% | -40.0% |
| 1Y | -47.0% | +1.3% | -48.2% | -48.9% |
| 3Y | -0.2% | +93.4% | -93.5% | -37.2% |
| 5Y | -42.5% | +133.5% | -176.0% | -74.4% |
| All | -69.0% | +176.1% | -245.1% | -87.1% |
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