+319.1%
DELL vs CPNG
-45.9%
+364.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | +14.9% | -7.4% | +22.3% | +17.2% |
| 30D | +13.3% | -4.4% | +17.7% | +14.3% |
| 3M | +24.4% | -7.5% | +31.9% | +26.4% |
| 6M | +258.0% | -19.9% | +278.0% | +261.4% |
| YTD | +320.2% | -35.2% | +355.4% | +343.3% |
| 1Y | +319.1% | -46.8% | +365.8% | +373.1% |
| All | +319.1% | -45.9% | +364.9% | +373.1% |
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