+33.8%
HD vs CPNG
-76.7%
+110.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.9% |
| 7D | -1.2% | -6.3% | +5.1% | -0.4% |
| 30D | -11.1% | -8.7% | -2.4% | -10.2% |
| 3M | +2.0% | -2.4% | +4.5% | +2.0% |
| 6M | -10.5% | -22.3% | +11.9% | -8.4% |
| YTD | -6.9% | -37.2% | +30.4% | -2.5% |
| 1Y | -23.2% | -53.0% | +29.8% | -16.8% |
| 3Y | +3.1% | -20.0% | +23.1% | +3.2% |
| 5Y | +7.4% | -52.8% | +60.1% | +4.2% |
| All | +33.8% | -76.7% | +110.5% | +31.5% |
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