+220.1%
TER vs CPNG
-75.9%
+296.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.8% |
| 7D | +0.6% | -7.4% | +8.1% | +2.5% |
| 30D | -8.3% | -4.4% | -3.8% | -7.5% |
| 3M | -12.2% | -7.5% | -4.7% | -11.4% |
| 6M | +17.1% | -19.9% | +37.0% | +21.3% |
| YTD | +84.7% | -35.2% | +119.9% | +100.7% |
| 1Y | +199.9% | -46.8% | +246.7% | +241.6% |
| 3Y | +232.8% | -20.2% | +252.9% | +235.0% |
| 5Y | +198.6% | -48.4% | +247.0% | +195.0% |
| All | +220.1% | -75.9% | +296.0% | +223.8% |
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