+522.6%
AMD vs CPNG
-76.7%
+599.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.1% | +9.0% | +6.9% |
| 7D | +10.0% | -6.3% | +16.3% | +12.2% |
| 30D | +4.6% | -8.7% | +13.4% | +7.3% |
| 3M | +3.1% | -2.4% | +5.6% | +2.8% |
| 6M | +162.8% | -22.3% | +185.2% | +176.5% |
| YTD | +136.2% | -37.2% | +173.4% | +165.3% |
| 1Y | +234.0% | -53.0% | +287.0% | +314.0% |
| 3Y | +376.7% | -20.0% | +396.7% | +385.3% |
| 5Y | +376.3% | -52.8% | +429.1% | +401.1% |
| All | +522.6% | -76.7% | +599.3% | +583.9% |
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