+144.4%
ADI vs CPNG
-1.0%
+145.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | +9.5% | -6.8% | +16.2% | +10.9% |
| 30D | -1.4% | +5.5% | -6.9% | -2.6% |
| 3M | +4.7% | -6.8% | +11.5% | +5.8% |
| 6M | -7.4% | -4.8% | -2.6% | -7.8% |
| YTD | +48.1% | -35.6% | +83.7% | +60.7% |
| 1Y | +69.6% | -46.8% | +116.4% | +94.5% |
| 3Y | +144.4% | -0.8% | +145.1% | +130.8% |
| All | +144.4% | -1.0% | +145.3% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling