+49.6%
ON vs CPNG
-51.9%
+101.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -4.7% | -5.4% | +0.7% | -3.0% |
| 30D | -13.5% | -11.1% | -2.4% | -10.4% |
| 3M | -36.3% | -3.0% | -33.3% | -36.8% |
| 6M | +17.8% | -23.5% | +41.3% | +25.3% |
| YTD | +29.6% | -37.8% | +67.4% | +46.8% |
| 1Y | +45.8% | -54.3% | +100.1% | +83.6% |
| 3Y | -28.3% | -20.8% | -7.6% | -27.9% |
| 5Y | +49.6% | -51.1% | +100.7% | +55.2% |
| All | +49.6% | -51.9% | +101.6% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling