+145.8%
GOOG vs CPNG
-19.3%
+165.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.5% | +1.1% |
| 7D | 0.0% | -1.1% | +1.2% | +0.2% |
| 30D | -2.0% | -7.4% | +5.4% | -1.0% |
| 3M | -5.9% | -12.3% | +6.5% | -4.4% |
| 6M | +8.9% | -19.4% | +28.3% | +11.1% |
| YTD | +7.1% | -35.9% | +43.0% | +12.9% |
| 1Y | +39.7% | -53.4% | +93.1% | +54.9% |
| 3Y | +145.8% | -20.0% | +165.8% | +159.8% |
| All | +145.8% | -19.3% | +165.1% | +159.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling