+285.0%
TSM vs CPNG
-52.6%
+337.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.8% | -7.6% | +12.4% | +6.5% |
| 30D | +4.0% | -8.8% | +12.9% | +5.9% |
| 3M | +2.0% | -7.2% | +9.2% | +2.8% |
| 6M | +25.5% | -21.5% | +47.0% | +30.0% |
| YTD | +44.0% | -37.4% | +81.4% | +56.0% |
| 1Y | +75.4% | -54.3% | +129.8% | +103.4% |
| 3Y | +406.7% | -20.3% | +427.1% | +413.7% |
| 5Y | +285.0% | -51.2% | +336.2% | +275.2% |
| All | +285.0% | -52.6% | +337.6% | +275.2% |
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