+114.8%
CSCO vs CPNG
-52.6%
+167.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | 0.0% | -7.6% | +7.5% | +0.9% |
| 30D | -10.7% | -8.8% | -1.9% | -9.8% |
| 3M | -8.7% | -7.2% | -1.5% | -8.3% |
| 6M | +44.9% | -21.5% | +66.4% | +48.0% |
| YTD | +44.1% | -37.4% | +81.6% | +50.7% |
| 1Y | +65.9% | -54.3% | +120.2% | +79.6% |
| 3Y | +109.0% | -20.3% | +129.3% | +109.7% |
| 5Y | +114.8% | -51.2% | +166.0% | +119.0% |
| All | +114.8% | -52.6% | +167.3% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling