+25.3%
F vs CPNG
-50.4%
+75.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -4.0% |
| 7D | +1.2% | -6.3% | +7.4% | +1.7% |
| 30D | +1.2% | -8.7% | +10.0% | +2.0% |
| 3M | -5.7% | -2.4% | -3.2% | -6.2% |
| 6M | +17.9% | -22.3% | +40.3% | +17.9% |
| YTD | +10.4% | -37.2% | +47.6% | +11.9% |
| 1Y | +25.3% | -53.0% | +78.3% | +26.2% |
| All | +25.3% | -50.4% | +75.8% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling