+408.0%
AXTI vs CPNG
-76.2%
+484.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.7% |
| 7D | +5.1% | -1.1% | +6.2% | +5.3% |
| 30D | -17.5% | -7.4% | -10.1% | -16.3% |
| 3M | -26.7% | -12.3% | -14.3% | -24.6% |
| 6M | +36.8% | -19.4% | +56.2% | +41.7% |
| YTD | +296.1% | -35.9% | +332.1% | +336.5% |
| 1Y | +1,810.6% | -53.4% | +1,864.0% | +2,199.7% |
| 3Y | +2,587.6% | -20.0% | +2,607.6% | +2,642.8% |
| 5Y | +601.7% | -49.6% | +651.3% | +619.4% |
| All | +408.0% | -76.2% | +484.2% | +455.7% |
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 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