+213.5%
GOOG vs CPNG
-76.8%
+290.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -1.6% | -7.6% | +6.0% | -0.3% |
| 30D | -7.7% | -8.8% | +1.2% | -6.4% |
| 3M | -9.3% | -7.2% | -2.1% | -8.6% |
| 6M | +7.4% | -21.5% | +29.0% | +10.6% |
| YTD | +4.9% | -37.4% | +42.3% | +11.6% |
| 1Y | +37.2% | -54.3% | +91.6% | +53.8% |
| 3Y | +141.6% | -20.3% | +161.9% | +141.3% |
| 5Y | +128.8% | -51.2% | +180.0% | +122.6% |
| All | +213.5% | -76.8% | +290.3% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling