+30.6%
AMD vs CPNG
-5.3%
+35.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.4% | +10.2% | +7.0% |
| 7D | +44.7% | -6.9% | +51.6% | +47.3% |
| 30D | -3.3% | +1.1% | -4.5% | -3.3% |
| 3M | +21.2% | -6.3% | +27.5% | +23.7% |
| 6M | +30.6% | -3.8% | +34.4% | +27.7% |
| All | +30.6% | -5.3% | +35.8% | +27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling