-44.0%
ACN vs CPNG
-52.6%
+8.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -6.3% | -7.6% | +1.2% | -5.2% |
| 30D | -1.4% | -8.8% | +7.5% | 0.0% |
| 3M | +2.6% | -7.2% | +9.8% | +3.4% |
| 6M | -14.3% | -21.5% | +7.2% | -11.8% |
| YTD | -33.1% | -37.4% | +4.3% | -28.9% |
| 1Y | -28.8% | -54.3% | +25.5% | -20.7% |
| 3Y | -43.0% | -20.3% | -22.6% | -43.0% |
| 5Y | -44.0% | -51.2% | +7.2% | -45.4% |
| All | -44.0% | -52.6% | +8.6% | -45.4% |
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