+24.5%
TMO vs CPNG
-52.8%
+77.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.9% |
| 7D | -0.6% | -1.1% | +0.5% | -0.6% |
| 30D | +1.1% | -7.4% | +8.5% | +1.6% |
| 3M | +28.3% | -12.3% | +40.7% | +29.3% |
| 6M | +23.3% | -19.4% | +42.7% | +24.0% |
| YTD | +5.5% | -35.9% | +41.4% | +6.8% |
| 1Y | +24.5% | -53.4% | +78.0% | +26.3% |
| All | +24.5% | -52.8% | +77.3% | +26.3% |
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