+78.8%
INTC vs CPNG
-76.2%
+155.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.0% |
| 7D | +7.5% | -1.1% | +8.6% | +7.6% |
| 30D | +2.0% | -7.4% | +9.3% | +3.2% |
| 3M | -12.0% | -12.3% | +0.4% | -10.4% |
| 6M | +114.5% | -19.4% | +134.0% | +120.4% |
| YTD | +179.0% | -35.9% | +214.9% | +198.5% |
| 1Y | +318.3% | -53.4% | +371.7% | +375.9% |
| 3Y | +171.2% | -20.0% | +191.2% | +174.9% |
| 5Y | +107.6% | -49.6% | +157.1% | +104.0% |
| All | +78.8% | -76.2% | +155.0% | +68.3% |
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