-62.2%
ADBE vs CPNG
-51.9%
-10.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -12.9% | -5.4% | -7.5% | -11.9% |
| 30D | -5.6% | -11.1% | +5.4% | -3.4% |
| 3M | +6.6% | -3.0% | +9.6% | +6.2% |
| 6M | -9.6% | -23.5% | +14.0% | -5.7% |
| YTD | -28.9% | -37.8% | +8.9% | -22.7% |
| 1Y | -28.9% | -54.3% | +25.4% | -17.3% |
| 3Y | -55.6% | -20.8% | -34.8% | -55.9% |
| 5Y | -62.2% | -51.1% | -11.2% | -63.7% |
| All | -62.2% | -51.9% | -10.3% | -63.7% |
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 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