-19.6%
TEAM vs CPNG
-75.9%
+56.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | -0.4% | -7.4% | +7.0% | +2.5% |
| 30D | +67.3% | -4.4% | +71.7% | +69.7% |
| 3M | +86.8% | -7.5% | +94.3% | +88.8% |
| 6M | +146.8% | -19.9% | +166.8% | +162.8% |
| YTD | +16.9% | -35.2% | +52.1% | +34.6% |
| 1Y | +12.8% | -46.8% | +59.6% | +39.6% |
| 3Y | -7.3% | -20.2% | +12.9% | -6.4% |
| 5Y | -50.7% | -48.4% | -2.3% | -50.4% |
| All | -19.6% | -75.9% | +56.3% | -14.6% |
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