-69.3%
CPNG vs AA
+57.2%
-126.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -1.1% | -3.4% | +2.3% | -0.5% |
| 30D | -7.4% | -5.8% | -1.6% | -6.4% |
| 3M | -12.3% | -29.9% | +17.6% | -6.3% |
| 6M | -19.4% | -27.0% | +7.6% | -15.1% |
| YTD | -35.9% | -8.7% | -27.2% | -36.0% |
| 1Y | -53.4% | +50.6% | -104.0% | -58.7% |
| 3Y | -20.0% | +74.1% | -94.1% | -34.8% |
| 5Y | -49.6% | +2.6% | -52.2% | -53.3% |
| All | -69.3% | +57.2% | -126.5% | -70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling