+17.8%
AVGO vs CPNG
-45.9%
+63.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -3.0% | -7.4% | +4.5% | -0.7% |
| 30D | -14.4% | -4.4% | -10.0% | -13.5% |
| 3M | -14.4% | -7.5% | -6.9% | -13.1% |
| 6M | +13.1% | -19.9% | +33.1% | +18.8% |
| YTD | +3.8% | -35.2% | +39.0% | +19.5% |
| 1Y | +17.8% | -46.8% | +64.6% | +51.5% |
| All | +17.8% | -45.9% | +63.7% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling