-5.6%
TLT vs CPNG
-45.7%
+40.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.0% | -11.1% | +0.3% |
| 7D | +1.0% | +20.8% | -19.9% | +0.2% |
| 30D | +6.0% | +20.1% | -14.0% | +5.2% |
| 3M | -0.9% | +1.6% | -2.5% | -1.1% |
| 6M | -2.3% | -15.8% | +13.6% | -2.7% |
| YTD | -3.3% | -27.7% | +24.4% | -3.4% |
| 1Y | -5.6% | -46.9% | +41.3% | -3.1% |
| All | -5.6% | -45.7% | +40.1% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling