+392.8%
HL vs CPNG
-19.3%
+412.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -2.2% |
| 7D | -4.4% | -1.1% | -3.2% | -4.0% |
| 30D | +9.3% | -7.4% | +16.7% | +12.1% |
| 3M | +32.0% | -12.3% | +44.3% | +36.8% |
| 6M | -6.4% | -19.4% | +13.0% | -1.9% |
| YTD | +3.1% | -35.9% | +39.0% | +16.7% |
| 1Y | +77.6% | -53.4% | +131.0% | +124.1% |
| 3Y | +392.8% | -20.0% | +412.8% | +368.9% |
| All | +392.8% | -19.3% | +412.1% | +368.9% |
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 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