+361.6%
LRCX vs CPNG
-19.3%
+380.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.9% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | -8.6% | -7.4% | -1.2% | -6.8% |
| 3M | -17.7% | -12.3% | -5.3% | -15.3% |
| 6M | +36.4% | -19.4% | +55.8% | +41.4% |
| YTD | +74.5% | -35.9% | +110.5% | +95.0% |
| 1Y | +159.4% | -53.4% | +212.9% | +225.2% |
| 3Y | +361.6% | -20.0% | +381.6% | +392.0% |
| All | +361.6% | -19.3% | +380.9% | +392.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling