-9.8%
T vs CPNG
-47.2%
+37.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +2.5% | -6.8% | +9.3% | +2.4% |
| 30D | -3.8% | +5.5% | -9.3% | -3.6% |
| 3M | -8.7% | -6.8% | -2.0% | -9.1% |
| 6M | -8.1% | -4.8% | -3.3% | -8.4% |
| YTD | -6.4% | -35.6% | +29.2% | -6.5% |
| 1Y | -9.8% | -46.8% | +37.0% | -9.1% |
| All | -9.8% | -47.2% | +37.5% | -9.1% |
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