-0.3%
AGG vs CPNG
-76.9%
+76.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -0.9% | -5.4% | +4.5% | -0.8% |
| 30D | -1.0% | -11.1% | +10.1% | -0.7% |
| 3M | -1.3% | -3.0% | +1.7% | -1.3% |
| 6M | -2.1% | -23.5% | +21.4% | -1.7% |
| YTD | -1.2% | -37.8% | +36.6% | -0.5% |
| 1Y | -0.5% | -54.3% | +53.8% | +0.8% |
| 3Y | +12.4% | -20.8% | +33.2% | +12.4% |
| 5Y | -2.4% | -51.1% | +48.7% | -2.9% |
| All | -0.3% | -76.9% | +76.6% | -0.7% |
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