+364.9%
HPE vs CPNG
-76.2%
+441.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.1% | +9.4% | +12.0% |
| 7D | +19.4% | -1.1% | +20.5% | +19.6% |
| 30D | +5.6% | -7.4% | +13.0% | +6.6% |
| 3M | +33.1% | -12.3% | +45.4% | +35.1% |
| 6M | +192.5% | -19.4% | +211.9% | +198.5% |
| YTD | +160.9% | -35.9% | +196.8% | +173.8% |
| 1Y | +155.0% | -53.4% | +208.4% | +178.3% |
| 3Y | +289.4% | -20.0% | +309.4% | +293.1% |
| 5Y | +395.7% | -49.6% | +445.2% | +388.5% |
| All | +364.9% | -76.2% | +441.1% | +347.4% |
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