+42.8%
LRCX vs CPNG
-45.7%
+88.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +12.0% | -16.0% | -6.0% |
| 7D | -12.8% | +20.8% | -33.6% | -15.8% |
| 30D | -36.0% | +20.1% | -56.0% | -38.1% |
| 3M | -30.2% | +1.6% | -31.8% | -30.3% |
| 6M | -14.2% | -15.8% | +1.6% | -14.4% |
| YTD | +29.7% | -27.7% | +57.5% | +34.8% |
| 1Y | +42.8% | -46.9% | +89.7% | +61.5% |
| All | +42.8% | -45.7% | +88.5% | +61.5% |
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