+426.6%
APH vs CPNG
-74.3%
+500.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -5.0% | +7.2% | -12.3% | -6.3% |
| 30D | -8.4% | +3.2% | -11.6% | -9.0% |
| 3M | -4.5% | +0.9% | -5.4% | -5.0% |
| 6M | +25.3% | -3.8% | +29.1% | +25.1% |
| YTD | +18.9% | -30.8% | +49.7% | +24.3% |
| 1Y | +11.9% | -43.5% | +55.5% | +20.8% |
| 3Y | +278.0% | +6.6% | +271.4% | +268.0% |
| 5Y | +306.4% | -45.3% | +351.7% | +296.8% |
| All | +426.6% | -74.3% | +500.9% | +414.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling