+225.4%
GOOGL vs CPNG
-76.2%
+301.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.3% |
| 7D | 0.0% | -1.1% | +1.1% | +0.2% |
| 30D | -1.4% | -7.4% | +5.9% | -0.3% |
| 3M | -5.3% | -12.3% | +7.0% | -3.6% |
| 6M | +9.8% | -19.4% | +29.2% | +12.5% |
| YTD | +8.4% | -35.9% | +44.3% | +14.9% |
| 1Y | +41.2% | -53.4% | +94.6% | +57.8% |
| 3Y | +149.6% | -20.0% | +169.6% | +149.4% |
| 5Y | +142.6% | -49.6% | +192.1% | +135.0% |
| All | +225.4% | -76.2% | +301.6% | +212.5% |
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