+401.2%
AMD vs CPNG
-0.3%
+401.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.4% | +10.2% | +7.2% |
| 7D | +44.7% | -6.9% | +51.6% | +47.7% |
| 30D | -3.3% | +1.1% | -4.5% | -3.8% |
| 3M | +21.2% | -6.3% | +27.5% | +23.0% |
| 6M | +30.6% | -3.8% | +34.4% | +30.1% |
| YTD | +173.3% | -35.2% | +208.5% | +206.6% |
| 1Y | +126.1% | -47.0% | +173.0% | +178.4% |
| All | +401.2% | -0.3% | +401.5% | +371.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling