+40.1%
GILD vs CPNG
-45.0%
+85.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -3.7% |
| 7D | +1.2% | +12.7% | -11.5% | +0.4% |
| 30D | +16.2% | +13.9% | +2.3% | +15.2% |
| 3M | +27.9% | +2.6% | +25.3% | +27.4% |
| 6M | +27.1% | -20.9% | +48.0% | +26.3% |
| YTD | +39.0% | -30.4% | +69.4% | +39.1% |
| 1Y | +40.1% | -45.7% | +85.7% | +39.7% |
| All | +40.1% | -45.0% | +85.1% | +39.7% |
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 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