-54.3%
CPNG vs TT
+7.0%
-61.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -5.4% | -1.0% | -4.4% | -5.2% |
| 30D | -11.1% | -8.9% | -2.2% | -9.5% |
| 3M | -3.0% | -1.8% | -1.1% | -3.8% |
| 6M | -23.5% | +1.9% | -25.4% | -25.4% |
| YTD | -37.8% | +13.8% | -51.6% | -39.5% |
| 1Y | -54.3% | +6.1% | -60.5% | -55.1% |
| All | -54.3% | +7.0% | -61.3% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling