-70.0%
CPNG vs ACGL
+173.1%
-243.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -7.6% | -2.1% | -5.4% | -7.2% |
| 30D | -8.8% | -2.2% | -6.7% | -8.5% |
| 3M | -7.2% | +6.3% | -13.5% | -8.5% |
| 6M | -21.5% | +0.5% | -22.1% | -21.9% |
| YTD | -37.4% | +0.2% | -37.6% | -37.9% |
| 1Y | -54.3% | +7.3% | -61.6% | -55.5% |
| 3Y | -20.3% | +30.8% | -51.1% | -29.6% |
| 5Y | -51.2% | +155.8% | -207.0% | -67.3% |
| All | -70.0% | +173.1% | -243.2% | -79.3% |
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