+355.9%
APH vs CPNG
-49.0%
+404.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +5.0% | -7.4% | +12.4% | +6.4% |
| 30D | -3.9% | -4.4% | +0.6% | -3.2% |
| 3M | +13.0% | -7.5% | +20.5% | +13.9% |
| 6M | +25.2% | -19.9% | +45.1% | +28.9% |
| YTD | +22.9% | -35.2% | +58.1% | +31.0% |
| 1Y | +47.8% | -46.8% | +94.6% | +62.9% |
| 3Y | +283.0% | -20.2% | +303.2% | +288.3% |
| All | +355.9% | -49.0% | +404.9% | +360.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling