+18.7%
HPQ vs CPNG
-45.9%
+64.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | +6.9% | -7.4% | +14.4% | +7.6% |
| 30D | +14.4% | -4.4% | +18.9% | +14.8% |
| 3M | +25.6% | -7.5% | +33.1% | +26.0% |
| 6M | +75.0% | -19.9% | +95.0% | +75.5% |
| YTD | +50.7% | -35.2% | +85.9% | +55.6% |
| 1Y | +18.7% | -46.8% | +65.4% | +26.8% |
| All | +18.7% | -45.9% | +64.5% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling