+33.0%
TMO vs CPNG
-76.9%
+109.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.5% | -5.4% | +2.9% | -1.8% |
| 30D | -0.3% | -11.1% | +10.8% | +1.1% |
| 3M | +25.3% | -3.0% | +28.2% | +25.1% |
| 6M | +20.9% | -23.5% | +44.4% | +23.8% |
| YTD | +4.3% | -37.8% | +42.1% | +9.4% |
| 1Y | +27.0% | -54.3% | +81.4% | +38.3% |
| 3Y | +17.5% | -20.8% | +38.3% | +17.2% |
| 5Y | +6.9% | -51.1% | +58.0% | +5.1% |
| All | +33.0% | -76.9% | +109.9% | +36.0% |
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