+230.7%
AMAT vs CPNG
-74.1%
+304.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.8% | +10.6% | +11.2% |
| 7D | -1.1% | +11.7% | -12.8% | -3.8% |
| 30D | -26.9% | +3.8% | -30.7% | -27.7% |
| 3M | -31.2% | +1.2% | -32.4% | -31.8% |
| 6M | -14.7% | -3.3% | -11.4% | -15.1% |
| YTD | +44.7% | -30.4% | +75.1% | +54.3% |
| 1Y | +62.0% | -43.1% | +105.1% | +81.5% |
| 3Y | +165.0% | +8.2% | +156.7% | +149.6% |
| 5Y | +147.1% | -44.7% | +191.8% | +140.2% |
| All | +230.7% | -74.1% | +304.9% | +212.1% |
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