+69.5%
T vs CPNG
-49.8%
+119.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.9% |
| 7D | +1.5% | -1.1% | +2.6% | +1.5% |
| 30D | +7.5% | -7.4% | +14.8% | +7.8% |
| 3M | +14.8% | -12.3% | +27.2% | +15.3% |
| 6M | -1.7% | -19.4% | +17.7% | -1.1% |
| YTD | +8.7% | -35.9% | +44.6% | +10.5% |
| 1Y | -7.5% | -53.4% | +45.9% | -4.4% |
| 3Y | +110.2% | -20.0% | +130.2% | +108.5% |
| All | +69.5% | -49.8% | +119.3% | +67.0% |
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 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