+188.9%
AMAT vs CPNG
-45.9%
+234.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.6% |
| 7D | -1.5% | -7.4% | +5.9% | -0.1% |
| 30D | -14.8% | -4.4% | -10.4% | -14.2% |
| 3M | -9.3% | -7.5% | -1.8% | -9.5% |
| 6M | +27.4% | -19.9% | +47.3% | +28.2% |
| YTD | +77.6% | -35.2% | +112.8% | +87.2% |
| 1Y | +188.9% | -46.8% | +235.7% | +225.8% |
| All | +188.9% | -45.9% | +234.8% | +225.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling