+264.6%
AMD vs CPNG
-43.2%
+307.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.7% | -8.1% | -8.5% |
| 7D | +18.9% | -6.8% | +25.7% | +21.6% |
| 30D | -6.4% | +5.5% | -11.9% | -8.4% |
| 3M | +10.6% | -6.8% | +17.3% | +12.3% |
| 6M | +19.9% | -4.8% | +24.7% | +19.9% |
| YTD | +149.4% | -35.6% | +185.0% | +179.1% |
| 1Y | +115.4% | -46.8% | +162.1% | +158.6% |
| 3Y | +357.3% | -0.8% | +358.1% | +330.6% |
| All | +264.6% | -43.2% | +307.7% | +284.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling