+26.4%
HPQ vs CPNG
-21.7%
+48.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.1% |
| 7D | +3.5% | -5.4% | +8.9% | +4.4% |
| 30D | +13.7% | -11.1% | +24.8% | +15.6% |
| 3M | +33.9% | -3.0% | +36.8% | +33.2% |
| 6M | +80.9% | -23.5% | +104.4% | +85.8% |
| YTD | +52.6% | -37.8% | +90.4% | +62.9% |
| 1Y | +21.2% | -54.3% | +75.6% | +37.4% |
| All | +26.4% | -21.7% | +48.1% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling