+162.1%
TRV vs CPNG
-76.8%
+238.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.3% |
| 7D | +0.2% | -7.6% | +7.8% | +0.3% |
| 30D | -2.3% | -8.8% | +6.5% | -2.2% |
| 3M | +22.7% | -7.2% | +29.9% | +22.8% |
| 6M | +21.9% | -21.5% | +43.5% | +22.4% |
| YTD | +27.5% | -37.4% | +64.9% | +28.6% |
| 1Y | +36.2% | -54.3% | +90.6% | +38.6% |
| 3Y | +140.6% | -20.3% | +160.9% | +140.4% |
| 5Y | +154.5% | -51.2% | +205.7% | +150.7% |
| All | +162.1% | -76.8% | +238.9% | +148.4% |
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 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