-51.1%
CPNG vs AA
+5.3%
-56.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | +0.5% |
| 7D | -5.4% | -5.4% | 0.0% | -4.2% |
| 30D | -11.1% | -10.7% | -0.4% | -8.9% |
| 3M | -3.0% | -26.2% | +23.2% | +3.6% |
| 6M | -23.5% | -20.9% | -2.6% | -20.5% |
| YTD | -37.8% | -8.6% | -29.2% | -38.1% |
| 1Y | -54.3% | +57.4% | -111.7% | -60.9% |
| 3Y | -20.8% | +77.8% | -98.6% | -38.8% |
| 5Y | -51.1% | +2.7% | -53.8% | -55.3% |
| All | -51.1% | +5.3% | -56.4% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling