-4.6%
HD vs CPNG
-45.7%
+41.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +12.0% | -5.4% | +4.8% |
| 7D | +11.9% | +20.8% | -8.9% | +9.2% |
| 30D | +26.4% | +20.1% | +6.4% | +23.3% |
| 3M | +2.8% | +1.6% | +1.2% | +1.9% |
| 6M | +15.5% | -15.8% | +31.3% | +14.9% |
| YTD | +5.5% | -27.7% | +33.3% | +6.5% |
| 1Y | -4.6% | -46.9% | +42.3% | +2.0% |
| All | -4.6% | -45.7% | +41.1% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling