+102.9%
T vs CPNG
-21.2%
+124.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.8% |
| 7D | -3.1% | -7.6% | +4.5% | -3.2% |
| 30D | +4.6% | -8.8% | +13.4% | +4.5% |
| 3M | +12.2% | -7.2% | +19.5% | +12.1% |
| 6M | -6.5% | -21.5% | +15.1% | -6.5% |
| YTD | +4.9% | -37.4% | +42.3% | +5.1% |
| 1Y | -10.5% | -54.3% | +43.9% | -10.0% |
| All | +102.9% | -21.2% | +124.1% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling