+72.7%
V vs CPNG
-75.9%
+148.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -1.7% | -7.4% | +5.7% | -0.7% |
| 30D | +2.0% | -4.4% | +6.4% | +2.5% |
| 3M | +17.4% | -7.5% | +24.9% | +18.0% |
| 6M | +17.5% | -19.9% | +37.4% | +19.9% |
| YTD | +7.6% | -35.2% | +42.8% | +12.6% |
| 1Y | +7.7% | -46.8% | +54.5% | +15.5% |
| 3Y | +54.7% | -20.2% | +74.8% | +54.2% |
| 5Y | +73.0% | -48.4% | +121.5% | +69.1% |
| All | +72.7% | -75.9% | +148.7% | +64.7% |
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