+55.6%
F vs CPNG
-75.9%
+131.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | +5.3% | -7.4% | +12.8% | +6.8% |
| 30D | +4.6% | -4.4% | +9.0% | +5.4% |
| 3M | -3.7% | -7.5% | +3.8% | -3.0% |
| 6M | +16.8% | -19.9% | +36.8% | +20.2% |
| YTD | +15.3% | -35.2% | +50.5% | +23.1% |
| 1Y | +31.0% | -46.8% | +77.8% | +44.8% |
| 3Y | +45.4% | -20.2% | +65.6% | +43.9% |
| 5Y | +54.7% | -48.4% | +103.1% | +48.2% |
| All | +55.6% | -75.9% | +131.6% | +56.0% |
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