-67.5%
CPNG vs ACGL
+210.2%
-277.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.2% | -1.4% | -4.9% | -6.0% |
| 30D | +4.6% | +12.4% | -7.7% | +2.5% |
| 3M | -3.1% | +11.1% | -14.2% | -4.9% |
| 6M | -0.9% | +16.3% | -17.2% | -3.9% |
| YTD | -32.2% | +13.8% | -46.0% | -34.3% |
| 1Y | -44.2% | +20.4% | -64.6% | -46.6% |
| 3Y | +4.4% | +33.6% | -29.2% | -5.5% |
| 5Y | -45.2% | +176.8% | -222.1% | -63.9% |
| All | -67.5% | +210.2% | -277.7% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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