+154.4%
TRV vs CPNG
-51.3%
+205.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.5% | -5.4% | +3.9% | -1.3% |
| 30D | -1.8% | -11.1% | +9.3% | -1.5% |
| 3M | +21.6% | -3.0% | +24.6% | +21.5% |
| 6M | +22.5% | -23.5% | +46.0% | +23.1% |
| YTD | +28.1% | -37.8% | +66.0% | +29.7% |
| 1Y | +37.0% | -54.3% | +91.4% | +40.1% |
| 3Y | +141.9% | -20.8% | +162.7% | +141.5% |
| All | +154.4% | -51.3% | +205.6% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling