+19.6%
TMO vs CPNG
-19.3%
+38.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.7% |
| 7D | -0.6% | -1.1% | +0.5% | -0.5% |
| 30D | +1.1% | -7.4% | +8.5% | +2.0% |
| 3M | +28.3% | -12.3% | +40.7% | +29.9% |
| 6M | +23.3% | -19.4% | +42.7% | +25.2% |
| YTD | +5.5% | -35.9% | +41.4% | +10.1% |
| 1Y | +24.5% | -53.4% | +78.0% | +35.7% |
| 3Y | +19.6% | -20.0% | +39.6% | +16.6% |
| All | +19.6% | -19.3% | +38.8% | +16.6% |
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