+32.4%
HD vs CPNG
-76.8%
+109.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.8% | -7.6% | +5.8% | -0.9% |
| 30D | -10.8% | -8.8% | -2.0% | -9.9% |
| 3M | -2.7% | -7.2% | +4.6% | -2.2% |
| 6M | -10.3% | -21.5% | +11.2% | -8.4% |
| YTD | -7.8% | -37.4% | +29.6% | -3.5% |
| 1Y | -23.1% | -54.3% | +31.2% | -16.5% |
| 3Y | +2.0% | -20.3% | +22.3% | +2.2% |
| 5Y | +6.2% | -51.2% | +57.4% | +3.1% |
| All | +32.4% | -76.8% | +109.2% | +30.2% |
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