-51.2%
CPNG vs TT
+143.3%
-194.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -7.6% | +1.4% | -9.0% | -8.2% |
| 30D | -8.8% | -6.7% | -2.2% | -5.7% |
| 3M | -7.2% | -5.4% | -1.8% | -5.4% |
| 6M | -21.5% | +4.4% | -25.9% | -24.7% |
| YTD | -37.4% | +14.9% | -52.4% | -43.3% |
| 1Y | -54.3% | +9.3% | -63.6% | -57.7% |
| 3Y | -20.3% | +121.7% | -142.0% | -56.9% |
| 5Y | -51.2% | +148.2% | -199.4% | -80.9% |
| All | -51.2% | +143.3% | -194.5% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling