+1.4%
CRM vs CPNG
-52.8%
+54.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +1.5% |
| 7D | -4.4% | -1.1% | -3.3% | -4.3% |
| 30D | +28.1% | -7.4% | +35.5% | +29.3% |
| 3M | +48.8% | -12.3% | +61.2% | +50.8% |
| 6M | +28.3% | -19.4% | +47.7% | +32.5% |
| YTD | -6.0% | -35.9% | +29.9% | +3.6% |
| 1Y | +1.4% | -53.4% | +54.8% | +26.3% |
| All | +1.4% | -52.8% | +54.2% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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