+80.5%
DIA vs CPNG
-75.9%
+156.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -0.2% | -7.4% | +7.3% | +0.6% |
| 30D | -1.5% | -4.4% | +2.9% | -1.1% |
| 3M | +3.8% | -7.5% | +11.3% | +4.2% |
| 6M | +10.3% | -19.9% | +30.2% | +12.0% |
| YTD | +12.1% | -35.2% | +47.3% | +16.0% |
| 1Y | +18.6% | -46.8% | +65.4% | +25.0% |
| 3Y | +60.6% | -20.2% | +80.8% | +60.9% |
| 5Y | +64.4% | -48.4% | +112.9% | +60.8% |
| All | +80.5% | -75.9% | +156.4% | +75.4% |
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 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