+487.9%
AMD vs CPNG
-75.9%
+563.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.1% |
| 7D | +2.6% | -7.4% | +10.0% | +5.0% |
| 30D | -0.9% | -4.4% | +3.5% | +0.2% |
| 3M | -8.7% | -7.5% | -1.2% | -7.2% |
| 6M | +136.3% | -19.9% | +156.3% | +146.5% |
| YTD | +123.0% | -35.2% | +158.2% | +148.2% |
| 1Y | +195.2% | -46.8% | +242.0% | +250.5% |
| 3Y | +336.3% | -20.2% | +356.5% | +344.7% |
| 5Y | +334.5% | -48.4% | +382.9% | +349.0% |
| All | +487.9% | -75.9% | +563.8% | +539.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling