-53.4%
CPNG vs TTMI
+155.3%
-208.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +2.7% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | -7.4% | -8.4% | +1.1% | -6.6% |
| 3M | -12.3% | -32.5% | +20.1% | -9.9% |
| 6M | -19.4% | +32.5% | -51.9% | -26.5% |
| YTD | -35.9% | +83.2% | -119.2% | -44.8% |
| 1Y | -53.4% | +161.7% | -215.1% | -62.0% |
| All | -53.4% | +155.3% | -208.7% | -62.0% |
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