+64.8%
EFA vs CPNG
-76.9%
+141.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -2.4% | -5.4% | +3.1% | -1.7% |
| 30D | -2.2% | -11.1% | +8.8% | -0.8% |
| 3M | +5.7% | -3.0% | +8.6% | +5.7% |
| 6M | +8.2% | -23.5% | +31.7% | +11.0% |
| YTD | +11.8% | -37.8% | +49.6% | +17.6% |
| 1Y | +18.3% | -54.3% | +72.6% | +29.4% |
| 3Y | +64.9% | -20.8% | +85.7% | +65.5% |
| 5Y | +52.4% | -51.1% | +103.5% | +50.8% |
| All | +64.8% | -76.9% | +141.7% | +62.5% |
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