-70.0%
CPNG vs TXG
-57.2%
-12.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.0% |
| 7D | -7.6% | +9.1% | -16.7% | -9.9% |
| 30D | -8.8% | +14.9% | -23.7% | -12.5% |
| 3M | -7.2% | +120.0% | -127.2% | -27.2% |
| 6M | -21.5% | +221.8% | -243.3% | -45.8% |
| YTD | -37.4% | +312.6% | -350.0% | -60.3% |
| 1Y | -54.3% | +398.4% | -452.8% | -73.4% |
| 3Y | -20.3% | +42.1% | -62.4% | -35.6% |
| 5Y | -51.2% | -63.5% | +12.2% | -45.1% |
| All | -70.0% | -57.2% | -12.8% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling