+1,314.2%
AAOI vs CPNG
-49.8%
+1,364.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +0.7% |
| 7D | -0.2% | -1.1% | +1.0% | +0.2% |
| 30D | -23.7% | -7.4% | -16.3% | -21.7% |
| 3M | -39.0% | -12.3% | -26.7% | -36.2% |
| 6M | -17.0% | -19.4% | +2.4% | -12.2% |
| YTD | +202.2% | -35.9% | +238.1% | +256.9% |
| 1Y | +292.4% | -53.4% | +345.8% | +432.7% |
| 3Y | +804.4% | -20.0% | +824.4% | +865.3% |
| All | +1,314.2% | -49.8% | +1,364.0% | +1,491.2% |
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 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