+305.8%
AMAT vs CPNG
-75.9%
+381.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.7% |
| 7D | -1.5% | -7.4% | +5.9% | +0.4% |
| 30D | -14.8% | -4.4% | -10.4% | -14.1% |
| 3M | -9.3% | -7.5% | -1.8% | -8.2% |
| 6M | +27.4% | -19.9% | +47.3% | +32.1% |
| YTD | +77.6% | -35.2% | +112.8% | +93.3% |
| 1Y | +188.9% | -46.8% | +235.7% | +229.5% |
| 3Y | +202.3% | -20.2% | +222.4% | +206.0% |
| 5Y | +248.9% | -48.4% | +297.3% | +245.4% |
| All | +305.8% | -75.9% | +381.8% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling