+225.2%
GOOGL vs CPNG
-76.7%
+301.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.5% |
| 7D | +1.1% | -6.3% | +7.3% | +2.1% |
| 30D | -4.4% | -8.7% | +4.3% | -3.1% |
| 3M | -6.8% | -2.4% | -4.4% | -6.9% |
| 6M | +13.6% | -22.3% | +35.9% | +17.1% |
| YTD | +8.3% | -37.2% | +45.5% | +15.3% |
| 1Y | +44.9% | -53.0% | +97.9% | +61.7% |
| 3Y | +150.5% | -20.0% | +170.5% | +150.2% |
| 5Y | +137.7% | -52.8% | +190.5% | +131.5% |
| All | +225.2% | -76.7% | +301.9% | +213.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling