+57.4%
INTC vs CPNG
-45.7%
+103.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +12.0% | -15.7% | -5.1% |
| 7D | -39.0% | +20.8% | -59.8% | -40.4% |
| 30D | -49.8% | +20.1% | -69.9% | -51.0% |
| 3M | -42.2% | +1.6% | -43.8% | -42.1% |
| 6M | -39.2% | -15.8% | -23.3% | -38.0% |
| YTD | +57.9% | -27.7% | +85.6% | +67.5% |
| 1Y | +57.4% | -46.9% | +104.3% | +96.5% |
| All | +57.4% | -45.7% | +103.1% | +96.5% |
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