-69.2%
CPNG vs TT
+172.2%
-241.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | 0.0% |
| 7D | -6.8% | +4.0% | -10.8% | -8.4% |
| 30D | +5.5% | -11.3% | +16.8% | +10.7% |
| 3M | -6.8% | -12.3% | +5.5% | -1.8% |
| 6M | -4.8% | -10.8% | +6.0% | -1.2% |
| YTD | -35.6% | +8.2% | -43.8% | -40.0% |
| 1Y | -46.8% | +1.5% | -48.2% | -48.8% |
| 3Y | -0.8% | +91.5% | -92.3% | -37.4% |
| 5Y | -42.9% | +130.2% | -173.1% | -74.4% |
| All | -69.2% | +172.2% | -241.3% | -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 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