+136.5%
TER vs CPNG
-75.9%
+212.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.3% |
| 7D | +24.0% | -6.9% | +30.9% | +26.0% |
| 30D | -30.6% | +1.1% | -31.8% | -31.1% |
| 3M | -34.5% | -6.3% | -28.2% | -34.0% |
| 6M | -26.4% | -3.8% | -22.5% | -26.9% |
| YTD | +36.4% | -35.2% | +71.6% | +47.5% |
| 1Y | +47.4% | -47.0% | +94.4% | +67.8% |
| 3Y | +202.6% | -0.2% | +202.8% | +188.1% |
| 5Y | +83.9% | -42.5% | +126.4% | +79.1% |
| All | +136.5% | -75.9% | +212.4% | +137.9% |
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