-30.8%
TLT vs CPNG
-76.1%
+45.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | -3.1% | -6.8% | +3.7% | -2.9% |
| 30D | +1.0% | +5.5% | -4.4% | +0.8% |
| 3M | -2.7% | -6.8% | +4.0% | -2.6% |
| 6M | -4.1% | -4.8% | +0.7% | -4.2% |
| YTD | -5.4% | -35.6% | +30.3% | -4.4% |
| 1Y | -7.0% | -46.8% | +39.7% | -5.5% |
| 3Y | +2.8% | -0.8% | +3.6% | +2.3% |
| 5Y | -35.4% | -42.9% | +7.5% | -35.5% |
| All | -30.8% | -76.1% | +45.3% | -30.4% |
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 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