-50.5%
CPNG vs TXG
-62.8%
+12.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.3% | +2.2% |
| 7D | -1.1% | +9.5% | -10.6% | -3.6% |
| 30D | -7.4% | +18.8% | -26.1% | -11.9% |
| 3M | -12.3% | +136.1% | -148.5% | -32.4% |
| 6M | -19.4% | +235.2% | -254.7% | -44.9% |
| YTD | -35.9% | +320.5% | -356.4% | -59.4% |
| 1Y | -53.4% | +425.2% | -478.6% | -73.2% |
| 3Y | -20.0% | +42.9% | -62.9% | -34.4% |
| All | -50.5% | -62.8% | +12.3% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling