+11.8%
CRM vs CPNG
-19.3%
+31.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +1.4% |
| 7D | -4.4% | -1.1% | -3.3% | -4.2% |
| 30D | +28.1% | -7.4% | +35.5% | +29.8% |
| 3M | +48.8% | -12.3% | +61.2% | +51.6% |
| 6M | +28.3% | -19.4% | +47.7% | +32.3% |
| YTD | -6.0% | -35.9% | +29.9% | +1.7% |
| 1Y | +1.4% | -53.4% | +54.8% | +17.6% |
| 3Y | +11.8% | -20.0% | +31.8% | +16.1% |
| All | +11.8% | -19.3% | +31.1% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling