+43.0%
HPQ vs CPNG
-76.2%
+119.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.1% | +5.3% | +8.0% |
| 7D | +9.8% | -1.1% | +10.9% | +10.0% |
| 30D | +22.4% | -7.4% | +29.7% | +23.6% |
| 3M | +45.2% | -12.3% | +57.5% | +47.2% |
| 6M | +96.4% | -19.4% | +115.9% | +100.0% |
| YTD | +65.4% | -35.9% | +101.3% | +73.6% |
| 1Y | +31.6% | -53.4% | +85.0% | +44.3% |
| 3Y | +37.0% | -20.0% | +57.0% | +37.7% |
| 5Y | +53.0% | -49.6% | +102.6% | +49.4% |
| All | +43.0% | -76.2% | +119.2% | +40.6% |
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