+90.8%
AEP vs CPNG
-76.7%
+167.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.9% | +0.8% |
| 7D | +2.0% | -6.3% | +8.3% | +2.2% |
| 30D | +0.5% | -8.7% | +9.3% | +0.7% |
| 3M | -0.3% | -2.4% | +2.1% | -0.4% |
| 6M | -3.5% | -22.3% | +18.9% | -2.9% |
| YTD | +11.3% | -37.2% | +48.5% | +12.5% |
| 1Y | +20.2% | -53.0% | +73.2% | +22.6% |
| 3Y | +79.8% | -20.0% | +99.8% | +79.7% |
| 5Y | +65.6% | -52.8% | +118.3% | +62.2% |
| All | +90.8% | -76.7% | +167.5% | +86.3% |
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