-69.0%
CPNG vs TXT
+50.8%
-119.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -7.4% | -4.8% | -2.7% | -5.1% |
| 30D | -4.4% | -10.6% | +6.2% | +1.1% |
| 3M | -7.5% | -13.2% | +5.7% | -0.7% |
| 6M | -19.9% | -20.3% | +0.4% | -10.7% |
| YTD | -35.2% | -9.3% | -25.9% | -33.1% |
| 1Y | -46.8% | -2.7% | -44.1% | -47.4% |
| 3Y | -20.2% | +1.4% | -21.5% | -27.2% |
| 5Y | -48.4% | +9.6% | -58.0% | -57.2% |
| All | -69.0% | +50.8% | -119.8% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling