+219.1%
TER vs CPNG
-53.2%
+272.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +5.0% |
| 7D | +11.0% | -6.3% | +17.2% | +12.7% |
| 30D | -1.9% | -8.7% | +6.9% | +0.1% |
| 3M | -0.7% | -2.4% | +1.8% | -1.4% |
| 6M | +36.4% | -22.3% | +58.7% | +42.5% |
| YTD | +92.4% | -37.2% | +129.7% | +112.0% |
| 1Y | +213.5% | -53.0% | +266.5% | +273.6% |
| 3Y | +277.2% | -20.0% | +297.3% | +278.5% |
| 5Y | +219.1% | -52.8% | +271.9% | +220.1% |
| All | +219.1% | -53.2% | +272.3% | +220.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling