+166.7%
AAPL vs CPNG
-76.7%
+243.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +2.0% | -0.7% |
| 7D | -2.7% | -6.3% | +3.5% | -1.7% |
| 30D | +1.0% | -8.7% | +9.8% | +2.4% |
| 3M | +5.0% | -2.4% | +7.4% | +4.8% |
| 6M | +23.0% | -22.3% | +45.4% | +26.9% |
| YTD | +16.6% | -37.2% | +53.9% | +24.2% |
| 1Y | +33.4% | -53.0% | +86.4% | +48.9% |
| 3Y | +79.9% | -20.0% | +99.9% | +79.3% |
| 5Y | +109.0% | -52.8% | +161.8% | +105.8% |
| All | +166.7% | -76.7% | +243.4% | +169.8% |
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 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