-13.3%
IBM vs CPNG
-45.7%
+32.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.0% | -10.2% | -0.4% |
| 7D | +0.4% | +20.8% | -20.4% | -3.1% |
| 30D | +14.8% | +20.1% | -5.3% | +10.8% |
| 3M | +8.9% | +1.6% | +7.3% | +8.2% |
| 6M | +12.4% | -15.8% | +28.3% | +13.8% |
| YTD | -12.4% | -27.7% | +15.3% | -11.7% |
| 1Y | -13.3% | -46.9% | +33.7% | -11.2% |
| All | -13.3% | -45.7% | +32.5% | -11.2% |
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 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