+6.6%
CPNG vs TT
+94.9%
-88.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +7.2% | +0.8% | +6.4% | +6.9% |
| 30D | +3.2% | -11.8% | +15.0% | +6.5% |
| 3M | +0.9% | -11.6% | +12.4% | +3.9% |
| 6M | -3.8% | -9.3% | +5.5% | -2.2% |
| YTD | -30.8% | +8.9% | -39.7% | -34.0% |
| 1Y | -43.5% | -2.2% | -41.3% | -44.2% |
| 3Y | +6.6% | +91.9% | -85.3% | -17.5% |
| All | +6.6% | +94.9% | -88.3% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling