+16.7%
CRM vs CPNG
-76.2%
+92.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +1.3% |
| 7D | -4.4% | -1.1% | -3.3% | -4.2% |
| 30D | +28.1% | -7.4% | +35.5% | +30.1% |
| 3M | +48.8% | -12.3% | +61.2% | +52.1% |
| 6M | +28.3% | -19.4% | +47.7% | +32.4% |
| YTD | -6.0% | -35.9% | +29.9% | +1.8% |
| 1Y | +1.4% | -53.4% | +54.8% | +17.8% |
| 3Y | +11.8% | -20.0% | +31.8% | +12.2% |
| 5Y | -2.0% | -49.6% | +47.5% | -3.4% |
| All | +16.7% | -76.2% | +92.9% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling