+252.6%
AMAT vs CPNG
-74.8%
+327.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.1% | +6.6% |
| 7D | +7.0% | -6.2% | +13.2% | +8.7% |
| 30D | -20.6% | +4.6% | -25.2% | -21.6% |
| 3M | -24.8% | -3.1% | -21.7% | -24.6% |
| 6M | -10.7% | -0.9% | -9.9% | -11.7% |
| YTD | +54.3% | -32.2% | +86.5% | +65.5% |
| 1Y | +73.7% | -44.2% | +117.9% | +95.5% |
| 3Y | +168.4% | +4.4% | +164.0% | +155.0% |
| 5Y | +167.6% | -45.2% | +212.8% | +161.3% |
| All | +252.6% | -74.8% | +327.4% | +234.8% |
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 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