+230.7%
AMAT vs CPNG
-76.1%
+306.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.6% |
| 7D | +11.4% | -6.8% | +18.1% | +13.3% |
| 30D | -17.0% | +5.5% | -22.5% | -18.3% |
| 3M | -30.6% | -6.8% | -23.9% | -29.8% |
| 6M | -14.9% | -4.8% | -10.1% | -15.0% |
| YTD | +44.7% | -35.6% | +80.3% | +57.2% |
| 1Y | +66.9% | -46.8% | +113.6% | +90.0% |
| 3Y | +153.3% | -0.8% | +154.1% | +143.6% |
| 5Y | +146.2% | -42.9% | +189.1% | +141.6% |
| All | +230.7% | -76.1% | +306.8% | +217.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling