+2.7%
TSM vs CPNG
-4.8%
+7.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.3% | +4.6% |
| 7D | +4.4% | -6.2% | +10.7% | +5.6% |
| 30D | -7.0% | +4.6% | -11.6% | -7.5% |
| 3M | -1.8% | -3.1% | +1.3% | -0.8% |
| 6M | +2.7% | -0.9% | +3.6% | +1.0% |
| All | +2.7% | -4.8% | +7.5% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling