-0.6%
ABT vs CPNG
-76.8%
+76.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -4.7% | -7.6% | +2.8% | -4.0% |
| 30D | -3.1% | -8.8% | +5.7% | -2.3% |
| 3M | +16.1% | -7.2% | +23.4% | +16.6% |
| 6M | -5.3% | -21.5% | +16.2% | -3.7% |
| YTD | -14.4% | -37.4% | +23.0% | -11.2% |
| 1Y | -18.4% | -54.3% | +35.9% | -12.7% |
| 3Y | +11.2% | -20.3% | +31.5% | +10.6% |
| 5Y | -9.4% | -51.2% | +41.8% | -10.9% |
| All | -0.6% | -76.8% | +76.2% | +1.0% |
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