+225.5%
HOOD vs CPNG
-61.4%
+286.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -9.1% | -5.4% | -3.7% | -6.3% |
| 30D | +20.1% | -11.1% | +31.2% | +27.6% |
| 3M | +31.2% | -3.0% | +34.2% | +32.0% |
| 6M | +44.3% | -23.5% | +67.8% | +62.6% |
| YTD | +0.2% | -37.8% | +38.0% | +25.8% |
| 1Y | -3.5% | -54.3% | +50.8% | +43.3% |
| 3Y | +955.2% | -20.8% | +976.0% | +1,026.3% |
| 5Y | +175.3% | -51.1% | +226.3% | +243.0% |
| All | +225.5% | -61.4% | +286.9% | +476.2% |
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