+40.0%
GLW vs CPNG
-47.2%
+87.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -4.3% |
| 7D | +7.7% | -6.8% | +14.5% | +8.0% |
| 30D | -18.8% | +5.5% | -24.3% | -18.8% |
| 3M | -27.7% | -6.8% | -21.0% | -27.3% |
| 6M | -44.4% | -4.8% | -39.6% | -44.7% |
| YTD | +31.3% | -35.6% | +66.9% | +34.6% |
| 1Y | +40.0% | -46.8% | +86.8% | +59.2% |
| All | +40.0% | -47.2% | +87.3% | +59.2% |
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