-69.3%
CPNG vs TTMI
+785.4%
-854.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +2.4% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | -7.4% | -8.4% | +1.1% | -6.2% |
| 3M | -12.3% | -32.5% | +20.1% | -7.2% |
| 6M | -19.4% | +32.5% | -51.9% | -28.7% |
| YTD | -35.9% | +83.2% | -119.2% | -48.6% |
| 1Y | -53.4% | +161.7% | -215.1% | -66.7% |
| 3Y | -20.0% | +890.1% | -910.1% | -64.3% |
| 5Y | -49.6% | +832.4% | -882.0% | -78.3% |
| All | -69.3% | +785.4% | -854.7% | -86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling