+179.4%
GILD vs CPNG
-76.2%
+255.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -0.9% |
| 7D | -4.8% | -1.1% | -3.7% | -4.8% |
| 30D | +5.8% | -7.4% | +13.1% | +6.1% |
| 3M | +14.9% | -12.3% | +27.3% | +15.5% |
| 6M | -0.4% | -19.4% | +19.1% | +0.3% |
| YTD | +18.5% | -35.9% | +54.4% | +20.5% |
| 1Y | +25.1% | -53.4% | +78.5% | +29.0% |
| 3Y | +105.9% | -20.0% | +125.9% | +106.2% |
| 5Y | +143.0% | -49.6% | +192.5% | +135.7% |
| All | +179.4% | -76.2% | +255.6% | +166.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling