-46.9%
CPNG vs HCA
+11.2%
-58.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +10.3% | +1.6% | +10.4% |
| 7D | +20.8% | +10.2% | +10.6% | +19.1% |
| 30D | +20.1% | +17.4% | +2.6% | +18.1% |
| 3M | +1.6% | +27.7% | -26.1% | -0.2% |
| 6M | -15.8% | +20.0% | -35.9% | -17.6% |
| YTD | -27.7% | +10.0% | -37.7% | -33.5% |
| 1Y | -46.9% | +9.0% | -55.9% | -50.7% |
| All | -46.9% | +11.2% | -58.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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