+3.1%
HD vs CPNG
-19.7%
+22.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.9% |
| 7D | -1.2% | -6.3% | +5.1% | -0.3% |
| 30D | -11.1% | -8.7% | -2.4% | -10.1% |
| 3M | +2.0% | -2.4% | +4.5% | +1.9% |
| 6M | -10.5% | -22.3% | +11.9% | -8.3% |
| YTD | -6.9% | -37.2% | +30.4% | -1.8% |
| 1Y | -23.2% | -53.0% | +29.8% | -15.4% |
| 3Y | +3.1% | -20.0% | +23.1% | +1.8% |
| All | +3.1% | -19.7% | +22.8% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling