+557.5%
AMD vs CPNG
-76.1%
+633.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.7% | -8.1% | -8.6% |
| 7D | +18.9% | -6.8% | +25.7% | +21.4% |
| 30D | -6.4% | +5.5% | -11.9% | -8.2% |
| 3M | +10.6% | -6.8% | +17.3% | +12.2% |
| 6M | +19.9% | -4.8% | +24.7% | +19.9% |
| YTD | +149.4% | -35.6% | +185.0% | +176.9% |
| 1Y | +115.4% | -46.8% | +162.1% | +155.0% |
| 3Y | +357.3% | -0.8% | +358.1% | +335.3% |
| 5Y | +261.1% | -42.9% | +304.0% | +267.1% |
| All | +557.5% | -76.1% | +633.5% | +613.8% |
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