+28.3%
F vs CPNG
-76.1%
+104.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -3.1% | -6.8% | +3.7% | -1.8% |
| 30D | 0.0% | +5.5% | -5.4% | -1.1% |
| 3M | -13.2% | -6.8% | -6.5% | -12.3% |
| 6M | -10.2% | -4.8% | -5.4% | -10.2% |
| YTD | -4.9% | -35.6% | +30.7% | +1.4% |
| 1Y | -6.1% | -46.8% | +40.7% | +3.9% |
| 3Y | +46.0% | -0.8% | +46.8% | +38.3% |
| 5Y | -15.7% | -42.9% | +27.1% | -20.1% |
| All | +28.3% | -76.1% | +104.4% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling