+524.2%
LRCX vs CPNG
-76.8%
+601.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +9.5% | -7.6% | +17.1% | +11.8% |
| 30D | +3.1% | -8.8% | +11.9% | +5.3% |
| 3M | -3.4% | -7.2% | +3.8% | -2.4% |
| 6M | +49.7% | -21.5% | +71.2% | +56.6% |
| YTD | +84.9% | -37.4% | +122.3% | +104.6% |
| 1Y | +200.8% | -54.3% | +255.2% | +262.5% |
| 3Y | +385.1% | -20.3% | +405.4% | +395.2% |
| 5Y | +460.5% | -51.2% | +511.7% | +458.4% |
| All | +524.2% | -76.8% | +601.0% | +506.9% |
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