+477.7%
LLY vs CPNG
-76.8%
+554.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | 0.0% |
| 7D | -3.1% | -7.6% | +4.5% | -2.6% |
| 30D | -8.6% | -8.8% | +0.2% | -8.1% |
| 3M | -1.6% | -7.2% | +5.6% | -1.4% |
| 6M | +11.8% | -21.5% | +33.4% | +13.0% |
| YTD | +5.1% | -37.4% | +42.5% | +7.6% |
| 1Y | +50.7% | -54.3% | +105.1% | +56.9% |
| 3Y | +95.7% | -20.3% | +116.0% | +97.3% |
| 5Y | +390.2% | -51.2% | +441.4% | +387.6% |
| All | +477.7% | -76.8% | +554.4% | +463.2% |
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 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