-46.8%
CPNG vs AA
+63.2%
-110.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -7.4% | -0.7% | -6.7% | -7.3% |
| 30D | -4.4% | +5.0% | -9.4% | -5.2% |
| 3M | -7.5% | -35.8% | +28.3% | -1.4% |
| 6M | -19.9% | -18.4% | -1.6% | -18.1% |
| YTD | -35.2% | -5.5% | -29.7% | -35.0% |
| 1Y | -46.8% | +61.0% | -107.7% | -50.8% |
| All | -46.8% | +63.2% | -110.0% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling