-46.8%
CPNG vs TTMI
+171.3%
-218.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.8% | -10.3% | -2.3% |
| 7D | -7.4% | +5.9% | -13.3% | -8.0% |
| 30D | -4.4% | -4.3% | -0.1% | -4.3% |
| 3M | -7.5% | -32.0% | +24.5% | -5.1% |
| 6M | -19.9% | +19.5% | -39.4% | -25.5% |
| YTD | -35.2% | +82.0% | -117.2% | -43.5% |
| 1Y | -46.8% | +172.6% | -219.4% | -54.2% |
| All | -46.8% | +171.3% | -218.1% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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