-69.0%
CPNG vs AA
+62.8%
-131.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -7.4% | -0.7% | -6.7% | -7.3% |
| 30D | -4.4% | +5.0% | -9.4% | -5.6% |
| 3M | -7.5% | -35.8% | +28.3% | +0.9% |
| 6M | -19.9% | -18.4% | -1.6% | -17.7% |
| YTD | -35.2% | -5.5% | -29.7% | -35.7% |
| 1Y | -46.8% | +61.0% | -107.7% | -53.5% |
| 3Y | -20.2% | +66.2% | -86.4% | -34.2% |
| 5Y | -48.4% | +11.4% | -59.8% | -52.4% |
| All | -69.0% | +62.8% | -131.8% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling