+129.5%
CSCO vs CPNG
-76.1%
+205.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.6% | -6.2% |
| 7D | +1.9% | -6.8% | +8.7% | +2.7% |
| 30D | -15.8% | +5.5% | -21.3% | -16.4% |
| 3M | -15.4% | -6.8% | -8.6% | -14.9% |
| 6M | -5.4% | -4.8% | -0.6% | -5.3% |
| YTD | +26.5% | -35.6% | +62.1% | +31.0% |
| 1Y | +25.9% | -46.8% | +72.6% | +32.8% |
| 3Y | +97.5% | -0.8% | +98.3% | +94.4% |
| 5Y | +93.0% | -42.9% | +135.9% | +90.3% |
| All | +129.5% | -76.1% | +205.6% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling