+91.7%
ON vs CPNG
-75.9%
+167.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | +2.4% | -7.4% | +9.9% | +4.8% |
| 30D | -3.3% | -4.4% | +1.1% | -2.3% |
| 3M | -43.6% | -7.5% | -36.1% | -43.0% |
| 6M | +19.0% | -19.9% | +38.9% | +24.3% |
| YTD | +37.4% | -35.2% | +72.5% | +52.3% |
| 1Y | +54.8% | -46.8% | +101.5% | +82.0% |
| 3Y | -25.2% | -20.2% | -5.0% | -24.6% |
| 5Y | +62.7% | -48.4% | +111.2% | +63.5% |
| All | +91.7% | -75.9% | +167.6% | +93.2% |
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 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