+25.9%
CSCO vs CPNG
-47.2%
+73.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.6% | -6.1% |
| 7D | +1.9% | -6.8% | +8.7% | +3.0% |
| 30D | -15.8% | +5.5% | -21.3% | -16.5% |
| 3M | -15.4% | -6.8% | -8.6% | -14.5% |
| 6M | -5.4% | -4.8% | -0.6% | -5.3% |
| YTD | +26.5% | -35.6% | +62.1% | +32.2% |
| 1Y | +25.9% | -46.8% | +72.6% | +37.3% |
| All | +25.9% | -47.2% | +73.1% | +37.3% |
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