+24.4%
HPQ vs CPNG
-76.7%
+101.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -4.1% |
| 7D | -0.5% | -6.3% | +5.8% | +0.4% |
| 30D | +3.7% | -8.7% | +12.5% | +5.0% |
| 3M | +24.3% | -2.4% | +26.7% | +23.9% |
| 6M | +64.8% | -22.3% | +87.1% | +68.6% |
| YTD | +43.9% | -37.2% | +81.1% | +51.4% |
| 1Y | +11.7% | -53.0% | +64.6% | +22.2% |
| 3Y | +19.7% | -20.0% | +39.7% | +20.2% |
| 5Y | +32.2% | -52.8% | +85.0% | +29.4% |
| All | +24.4% | -76.7% | +101.1% | +22.6% |
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 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