+143.3%
DELL vs CPNG
-45.7%
+189.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +12.0% | -20.8% | -11.6% |
| 7D | -24.6% | +20.8% | -45.4% | -28.6% |
| 30D | -32.5% | +20.1% | -52.6% | -35.9% |
| 3M | -20.2% | +1.6% | -21.8% | -20.5% |
| 6M | +76.5% | -15.8% | +92.3% | +79.0% |
| YTD | +198.9% | -27.7% | +226.6% | +213.0% |
| 1Y | +143.3% | -46.9% | +190.3% | +201.4% |
| All | +143.3% | -45.7% | +189.1% | +201.4% |
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