+1,055.3%
DELL vs CPNG
-51.9%
+1,107.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.2% |
| 7D | -1.9% | -5.4% | +3.5% | -0.9% |
| 30D | +14.9% | -11.1% | +26.0% | +17.3% |
| 3M | +37.2% | -3.0% | +40.2% | +37.5% |
| 6M | +254.0% | -23.5% | +277.5% | +267.2% |
| YTD | +306.1% | -37.8% | +344.0% | +337.3% |
| 1Y | +312.3% | -54.3% | +366.6% | +368.7% |
| 3Y | +654.0% | -20.8% | +674.8% | +676.1% |
| 5Y | +1,055.3% | -51.1% | +1,106.4% | +1,084.5% |
| All | +1,055.3% | -51.9% | +1,107.3% | +1,084.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling