-51.1%
CPNG vs TXT
+10.7%
-61.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -5.4% | -0.2% | -5.2% | -5.3% |
| 30D | -11.1% | -10.2% | -0.9% | -5.5% |
| 3M | -3.0% | -13.3% | +10.3% | +5.0% |
| 6M | -23.5% | -14.4% | -9.2% | -17.1% |
| YTD | -37.8% | -9.1% | -28.7% | -35.8% |
| 1Y | -54.3% | -2.2% | -52.2% | -55.2% |
| 3Y | -20.8% | +5.1% | -25.9% | -31.8% |
| 5Y | -51.1% | +12.8% | -63.9% | -61.9% |
| All | -51.1% | +10.7% | -61.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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