+138.3%
ADI vs CPNG
-49.8%
+188.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +4.2% |
| 7D | +4.6% | -1.1% | +5.7% | +4.8% |
| 30D | -1.2% | -7.4% | +6.2% | +0.3% |
| 3M | -7.8% | -12.3% | +4.5% | -5.9% |
| 6M | +19.3% | -19.4% | +38.8% | +22.8% |
| YTD | +40.9% | -35.9% | +76.8% | +51.8% |
| 1Y | +54.5% | -53.4% | +107.9% | +78.3% |
| 3Y | +123.4% | -20.0% | +143.4% | +124.3% |
| All | +138.3% | -49.8% | +188.1% | +135.4% |
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 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