+220.2%
GOOG vs CPNG
-76.2%
+296.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.5% | +1.0% |
| 7D | 0.0% | -1.1% | +1.2% | +0.2% |
| 30D | -2.0% | -7.4% | +5.4% | -0.8% |
| 3M | -5.9% | -12.3% | +6.5% | -4.1% |
| 6M | +8.9% | -19.4% | +28.3% | +11.6% |
| YTD | +7.1% | -35.9% | +43.0% | +13.6% |
| 1Y | +39.7% | -53.4% | +93.1% | +56.1% |
| 3Y | +145.8% | -20.0% | +165.8% | +145.4% |
| 5Y | +138.6% | -49.6% | +188.2% | +131.2% |
| All | +220.2% | -76.2% | +296.4% | +206.5% |
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