-3.7%
ABT vs CPNG
-76.2%
+72.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.4% | -1.7% |
| 7D | -5.9% | -1.1% | -4.8% | -5.8% |
| 30D | -8.1% | -7.4% | -0.7% | -7.4% |
| 3M | +14.5% | -12.3% | +26.9% | +15.7% |
| 6M | -6.3% | -19.4% | +13.2% | -4.9% |
| YTD | -17.1% | -35.9% | +18.8% | -14.1% |
| 1Y | -21.4% | -53.4% | +32.0% | -16.0% |
| 3Y | +5.9% | -20.0% | +25.9% | +5.4% |
| 5Y | -12.8% | -49.6% | +36.8% | -14.4% |
| All | -3.7% | -76.2% | +72.5% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling