+123.7%
TER vs CPNG
-76.1%
+199.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | +14.4% | -6.8% | +21.1% | +16.2% |
| 30D | -30.6% | +5.5% | -36.1% | -31.7% |
| 3M | -39.2% | -6.8% | -32.4% | -38.7% |
| 6M | -31.3% | -4.8% | -26.4% | -31.6% |
| YTD | +29.1% | -35.6% | +64.7% | +39.8% |
| 1Y | +47.4% | -46.8% | +94.2% | +67.6% |
| 3Y | +191.2% | -0.8% | +192.0% | +177.7% |
| 5Y | +74.0% | -42.9% | +116.8% | +69.7% |
| All | +123.7% | -76.1% | +199.8% | +125.5% |
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