+1,208.4%
DELL vs CPNG
-76.7%
+1,285.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.4% |
| 7D | +25.6% | -6.3% | +31.9% | +27.0% |
| 30D | +17.7% | -8.7% | +26.4% | +19.3% |
| 3M | +33.4% | -2.4% | +35.9% | +33.5% |
| 6M | +266.2% | -22.3% | +288.5% | +277.6% |
| YTD | +328.0% | -37.2% | +365.2% | +356.7% |
| 1Y | +339.6% | -53.0% | +392.6% | +390.9% |
| 3Y | +694.6% | -20.0% | +714.6% | +715.3% |
| 5Y | +1,122.0% | -52.8% | +1,174.7% | +1,141.0% |
| All | +1,208.4% | -76.7% | +1,285.1% | +1,199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling