+636.7%
DELL vs CPNG
-21.7%
+658.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.2% |
| 7D | -1.9% | -5.4% | +3.5% | -0.3% |
| 30D | +14.9% | -11.1% | +26.0% | +18.7% |
| 3M | +37.2% | -3.0% | +40.2% | +37.4% |
| 6M | +254.0% | -23.5% | +277.5% | +272.1% |
| YTD | +306.1% | -37.8% | +344.0% | +355.1% |
| 1Y | +312.3% | -54.3% | +366.6% | +408.3% |
| All | +636.7% | -21.7% | +658.4% | +686.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling