+225.3%
GOOGL vs CPNG
-75.9%
+301.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.3% | -7.4% | +5.2% | -1.1% |
| 30D | -6.6% | -4.4% | -2.1% | -5.9% |
| 3M | -8.9% | -7.5% | -1.4% | -8.3% |
| 6M | +11.9% | -19.9% | +31.8% | +14.8% |
| YTD | +8.3% | -35.2% | +43.5% | +14.7% |
| 1Y | +46.2% | -46.8% | +93.0% | +59.7% |
| 3Y | +151.9% | -20.2% | +172.0% | +151.8% |
| 5Y | +137.7% | -48.4% | +186.1% | +129.8% |
| All | +225.3% | -75.9% | +301.2% | +212.0% |
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