+43.2%
F vs CPNG
-76.8%
+119.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -4.9% | -7.6% | +2.7% | -3.5% |
| 30D | -2.9% | -8.8% | +5.9% | -1.2% |
| 3M | -9.1% | -7.2% | -1.8% | -8.4% |
| 6M | +12.9% | -21.5% | +34.5% | +16.6% |
| YTD | +6.1% | -37.4% | +43.5% | +14.0% |
| 1Y | +22.5% | -54.3% | +76.9% | +39.9% |
| 3Y | +32.1% | -20.3% | +52.4% | +30.7% |
| 5Y | +43.7% | -51.2% | +94.9% | +38.9% |
| All | +43.2% | -76.8% | +119.9% | +44.5% |
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