+437.7%
APH vs CPNG
-76.7%
+514.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | +0.2% | -6.3% | +6.5% | +1.3% |
| 30D | -3.3% | -8.7% | +5.4% | -2.0% |
| 3M | +14.0% | -2.4% | +16.5% | +13.9% |
| 6M | +24.4% | -22.3% | +46.8% | +28.4% |
| YTD | +21.4% | -37.2% | +58.6% | +29.3% |
| 1Y | +48.9% | -53.0% | +101.9% | +65.8% |
| 3Y | +290.1% | -20.0% | +310.1% | +296.0% |
| 5Y | +352.8% | -52.8% | +405.6% | +349.5% |
| All | +437.7% | -76.7% | +514.3% | +434.6% |
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