-17.0%
TEAM vs CPNG
-21.2%
+4.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -4.7% | -7.6% | +2.9% | -2.3% |
| 30D | +17.0% | -8.8% | +25.9% | +20.3% |
| 3M | +85.9% | -7.2% | +93.1% | +87.7% |
| 6M | +116.7% | -21.5% | +138.2% | +130.7% |
| YTD | +9.6% | -37.4% | +47.1% | +25.9% |
| 1Y | -2.5% | -54.3% | +51.8% | +24.8% |
| All | -17.0% | -21.2% | +4.2% | -8.1% |
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 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