+169.0%
TRV vs CPNG
-76.2%
+245.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +2.0% |
| 7D | +1.9% | -1.1% | +3.0% | +2.0% |
| 30D | +1.7% | -7.4% | +9.1% | +1.8% |
| 3M | +23.9% | -12.3% | +36.2% | +24.1% |
| 6M | +26.3% | -19.4% | +45.7% | +26.7% |
| YTD | +30.8% | -35.9% | +66.7% | +31.9% |
| 1Y | +36.3% | -53.4% | +89.7% | +38.6% |
| 3Y | +145.0% | -20.0% | +165.0% | +144.8% |
| 5Y | +163.9% | -49.6% | +213.4% | +159.9% |
| All | +169.0% | -76.2% | +245.2% | +154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling