+43.2%
TER vs CPNG
-45.7%
+88.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +12.0% | -18.8% | -7.6% |
| 7D | -19.9% | +20.8% | -40.7% | -21.2% |
| 30D | -43.5% | +20.1% | -63.6% | -44.4% |
| 3M | -37.8% | +1.6% | -39.4% | -37.4% |
| 6M | -25.6% | -15.8% | -9.7% | -24.9% |
| YTD | +29.8% | -27.7% | +57.5% | +32.6% |
| 1Y | +43.2% | -46.9% | +90.1% | +63.9% |
| All | +43.2% | -45.7% | +88.9% | +63.9% |
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