+247.9%
SOXX vs CPNG
-49.8%
+297.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.0% |
| 7D | +1.4% | -1.1% | +2.5% | +1.7% |
| 30D | -3.6% | -7.4% | +3.8% | -1.8% |
| 3M | -10.2% | -12.3% | +2.2% | -7.7% |
| 6M | +54.2% | -19.4% | +73.7% | +60.3% |
| YTD | +75.2% | -35.9% | +111.1% | +93.0% |
| 1Y | +107.5% | -53.4% | +160.9% | +149.5% |
| 3Y | +226.8% | -20.0% | +246.8% | +230.9% |
| All | +247.9% | -49.8% | +297.7% | +249.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling