+197.0%
AMAT vs CPNG
-74.3%
+271.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | -14.7% | +13.4% | -28.1% | -17.4% |
| 30D | -36.1% | +10.0% | -46.1% | -37.7% |
| 3M | -36.9% | -0.4% | -36.5% | -37.2% |
| 6M | -22.2% | -8.9% | -13.3% | -21.4% |
| YTD | +29.9% | -30.9% | +60.9% | +38.8% |
| 1Y | +43.3% | -43.8% | +87.1% | +61.0% |
| 3Y | +142.7% | -2.5% | +145.1% | +133.8% |
| 5Y | +126.2% | -45.6% | +171.8% | +120.5% |
| All | +197.0% | -74.3% | +271.3% | +180.7% |
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