-70.2%
CPNG vs HCA
+138.9%
-209.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.4% | +2.9% | -8.4% | -6.2% |
| 30D | -11.1% | +2.4% | -13.5% | -11.8% |
| 3M | -3.0% | +13.0% | -16.0% | -6.9% |
| 6M | -23.5% | -21.4% | -2.1% | -18.5% |
| YTD | -37.8% | -9.5% | -28.3% | -37.2% |
| 1Y | -54.3% | +7.5% | -61.9% | -56.5% |
| 3Y | -20.8% | +57.6% | -78.4% | -35.9% |
| 5Y | -51.1% | +71.1% | -122.2% | -64.2% |
| All | -70.2% | +138.9% | -209.1% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling