+43.1%
TJX vs CPNG
-19.3%
+62.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.5% |
| 7D | -4.6% | -1.1% | -3.5% | -4.5% |
| 30D | -17.2% | -7.4% | -9.8% | -16.8% |
| 3M | -24.9% | -12.3% | -12.6% | -24.4% |
| 6M | -19.7% | -19.4% | -0.2% | -18.9% |
| YTD | -17.2% | -35.9% | +18.7% | -15.0% |
| 1Y | -9.4% | -53.4% | +44.0% | -4.5% |
| 3Y | +43.1% | -20.0% | +63.1% | +42.4% |
| All | +43.1% | -19.3% | +62.4% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling