+311.3%
ARM vs CPNG
-22.1%
+333.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.9% | +5.3% |
| 7D | +11.4% | -6.3% | +17.6% | +14.7% |
| 30D | -7.4% | -8.7% | +1.3% | -3.7% |
| 3M | -24.5% | -2.4% | -22.1% | -24.6% |
| 6M | +128.7% | -22.3% | +151.0% | +149.7% |
| YTD | +139.3% | -37.2% | +176.5% | +192.3% |
| 1Y | +88.0% | -53.0% | +140.9% | +176.4% |
| All | +311.3% | -22.1% | +333.4% | +284.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling