+806.3%
AVGO vs CPNG
-76.7%
+883.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.1% | +3.6% |
| 7D | -0.3% | -6.3% | +6.0% | +1.0% |
| 30D | -13.8% | -8.7% | -5.1% | -12.3% |
| 3M | -6.9% | -2.4% | -4.5% | -7.0% |
| 6M | +11.9% | -22.3% | +34.3% | +16.7% |
| YTD | +6.9% | -37.2% | +44.1% | +16.1% |
| 1Y | +7.4% | -53.0% | +60.4% | +23.5% |
| 3Y | +345.6% | -20.0% | +365.6% | +357.4% |
| 5Y | +718.9% | -52.8% | +771.6% | +721.6% |
| All | +806.3% | -76.7% | +883.0% | +797.7% |
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