+59.9%
AMGN vs CPNG
-21.7%
+81.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -13.9% | -5.4% | -8.5% | -13.6% |
| 30D | -7.1% | -11.1% | +3.9% | -6.6% |
| 3M | +13.9% | -3.0% | +16.9% | +13.8% |
| 6M | +3.2% | -23.5% | +26.8% | +4.2% |
| YTD | +19.2% | -37.8% | +57.1% | +21.5% |
| 1Y | +41.1% | -54.3% | +95.5% | +46.3% |
| All | +59.9% | -21.7% | +81.6% | +60.9% |
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 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