+74.2%
TXN vs CPNG
-76.8%
+150.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | +2.7% | -7.6% | +10.2% | +3.8% |
| 30D | -6.7% | -8.8% | +2.1% | -5.6% |
| 3M | -8.9% | -7.2% | -1.7% | -8.4% |
| 6M | +34.7% | -21.5% | +56.2% | +37.9% |
| YTD | +53.3% | -37.4% | +90.7% | +61.8% |
| 1Y | +45.0% | -54.3% | +99.4% | +60.4% |
| 3Y | +73.1% | -20.3% | +93.4% | +73.3% |
| 5Y | +59.9% | -51.2% | +111.1% | +57.4% |
| All | +74.2% | -76.8% | +150.9% | +71.0% |
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 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