-23.4%
ACN vs CPNG
-75.9%
+52.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -1.5% | -7.4% | +5.9% | -0.5% |
| 30D | +9.4% | -4.4% | +13.8% | +10.0% |
| 3M | +5.6% | -7.5% | +13.2% | +6.4% |
| 6M | -9.3% | -19.9% | +10.7% | -7.2% |
| YTD | -29.0% | -35.2% | +6.2% | -25.5% |
| 1Y | -24.7% | -46.8% | +22.1% | -19.0% |
| 3Y | -39.8% | -20.2% | -19.7% | -39.7% |
| 5Y | -40.9% | -48.4% | +7.5% | -43.2% |
| All | -23.4% | -75.9% | +52.5% | -27.0% |
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 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