-69.0%
CPNG vs TT
+191.6%
-260.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.8% |
| 7D | -7.4% | 0.0% | -7.4% | -7.5% |
| 30D | -4.4% | -7.2% | +2.7% | -1.2% |
| 3M | -7.5% | -3.0% | -4.5% | -6.9% |
| 6M | -19.9% | +1.4% | -21.3% | -21.8% |
| YTD | -35.2% | +15.9% | -51.1% | -41.1% |
| 1Y | -46.8% | +9.4% | -56.2% | -50.4% |
| 3Y | -20.2% | +124.4% | -144.5% | -54.1% |
| 5Y | -48.4% | +138.0% | -186.4% | -77.7% |
| All | -69.0% | +191.6% | -260.6% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling