+76.5%
TXN vs CPNG
-19.3%
+95.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.4% |
| 7D | +4.0% | -1.1% | +5.1% | +4.1% |
| 30D | -2.9% | -7.4% | +4.5% | -1.8% |
| 3M | -9.1% | -12.3% | +3.3% | -7.7% |
| 6M | +36.6% | -19.4% | +56.1% | +39.3% |
| YTD | +57.5% | -35.9% | +93.4% | +67.7% |
| 1Y | +49.5% | -53.4% | +102.9% | +70.5% |
| 3Y | +76.5% | -20.0% | +96.5% | +73.2% |
| All | +76.5% | -19.3% | +95.8% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling