+127.8%
AAPL vs CPNG
-49.8%
+177.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +1.2% |
| 7D | +3.8% | -1.1% | +5.0% | +4.0% |
| 30D | +9.9% | -7.4% | +17.3% | +11.3% |
| 3M | +12.5% | -12.3% | +24.8% | +14.7% |
| 6M | +27.6% | -19.4% | +47.1% | +31.0% |
| YTD | +22.6% | -35.9% | +58.5% | +30.6% |
| 1Y | +45.0% | -53.4% | +98.4% | +63.4% |
| 3Y | +87.8% | -20.0% | +107.8% | +86.8% |
| All | +127.8% | -49.8% | +177.6% | +119.8% |
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