+37.5%
CVX vs CPNG
-45.9%
+83.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.4% |
| 7D | +3.3% | -7.4% | +10.8% | +2.9% |
| 30D | +12.9% | -4.4% | +17.3% | +12.6% |
| 3M | +11.7% | -7.5% | +19.2% | +11.5% |
| 6M | +14.1% | -19.9% | +34.1% | +14.3% |
| YTD | +40.7% | -35.2% | +75.9% | +38.4% |
| 1Y | +37.5% | -46.8% | +84.3% | +36.4% |
| All | +37.5% | -45.9% | +83.4% | +36.4% |
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