+240.0%
AMAT vs CPNG
-75.9%
+315.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -2.5% |
| 7D | +19.3% | -6.9% | +26.2% | +21.4% |
| 30D | -17.9% | +1.1% | -19.1% | -18.3% |
| 3M | -30.4% | -6.3% | -24.1% | -29.7% |
| 6M | -11.4% | -3.8% | -7.6% | -11.8% |
| YTD | +48.8% | -35.2% | +83.9% | +61.4% |
| 1Y | +66.0% | -47.0% | +113.0% | +89.2% |
| 3Y | +158.8% | -0.2% | +159.0% | +148.6% |
| 5Y | +153.2% | -42.5% | +195.7% | +148.0% |
| All | +240.0% | -75.9% | +315.9% | +226.4% |
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