+36.3%
HBAN vs CPNG
-49.8%
+86.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.3% |
| 7D | -1.0% | -1.1% | +0.1% | -0.8% |
| 30D | -5.6% | -7.4% | +1.8% | -4.6% |
| 3M | -1.1% | -12.3% | +11.2% | +0.4% |
| 6M | +9.9% | -19.4% | +29.3% | +12.2% |
| YTD | -0.9% | -35.9% | +35.0% | +4.6% |
| 1Y | -1.4% | -53.4% | +52.0% | +9.4% |
| 3Y | +78.2% | -20.0% | +98.2% | +76.9% |
| All | +36.3% | -49.8% | +86.1% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling