+444.4%
APH vs CPNG
-75.9%
+520.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +5.0% | -7.4% | +12.4% | +6.3% |
| 30D | -3.9% | -4.4% | +0.6% | -3.3% |
| 3M | +13.0% | -7.5% | +20.5% | +13.8% |
| 6M | +25.2% | -19.9% | +45.1% | +28.6% |
| YTD | +22.9% | -35.2% | +58.1% | +30.2% |
| 1Y | +47.8% | -46.8% | +94.6% | +61.2% |
| 3Y | +283.0% | -20.2% | +303.2% | +288.5% |
| 5Y | +349.7% | -48.4% | +398.1% | +343.8% |
| All | +444.4% | -75.9% | +520.3% | +438.4% |
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 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