+81.4%
INTC vs CPNG
-76.7%
+158.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.1% | +12.2% | +9.6% |
| 7D | +17.4% | -6.3% | +23.7% | +18.8% |
| 30D | +2.8% | -8.7% | +11.5% | +4.3% |
| 3M | -5.3% | -2.4% | -2.8% | -5.6% |
| 6M | +140.6% | -22.3% | +162.9% | +148.8% |
| YTD | +183.1% | -37.2% | +220.3% | +204.1% |
| 1Y | +326.8% | -53.0% | +379.7% | +384.5% |
| 3Y | +179.4% | -20.0% | +199.5% | +183.4% |
| 5Y | +111.7% | -52.8% | +164.5% | +108.9% |
| All | +81.4% | -76.7% | +158.1% | +71.4% |
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