+244.0%
TER vs CPNG
-76.8%
+320.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.5% | +3.2% |
| 7D | +12.4% | -7.6% | +19.9% | +14.4% |
| 30D | +5.1% | -8.8% | +14.0% | +7.2% |
| 3M | +4.0% | -7.2% | +11.2% | +4.7% |
| 6M | +29.5% | -21.5% | +51.1% | +34.7% |
| YTD | +98.5% | -37.4% | +135.9% | +117.5% |
| 1Y | +234.1% | -54.3% | +288.4% | +296.5% |
| 3Y | +289.0% | -20.3% | +309.3% | +291.8% |
| 5Y | +228.2% | -51.2% | +279.4% | +227.8% |
| All | +244.0% | -76.8% | +320.8% | +250.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling