+319.6%
HPE vs CPNG
-76.7%
+396.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.1% | +10.9% | +8.2% |
| 7D | +10.1% | -6.3% | +16.4% | +11.1% |
| 30D | +5.3% | -8.7% | +14.0% | +6.4% |
| 3M | +12.7% | -2.4% | +15.1% | +12.5% |
| 6M | +167.7% | -22.3% | +190.0% | +174.4% |
| YTD | +135.5% | -37.2% | +172.7% | +147.6% |
| 1Y | +143.4% | -53.0% | +196.4% | +165.3% |
| 3Y | +249.2% | -20.0% | +269.2% | +252.6% |
| 5Y | +343.8% | -52.8% | +396.6% | +337.7% |
| All | +319.6% | -76.7% | +396.2% | +304.7% |
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