-69.0%
CPNG vs ACGL
+210.4%
-279.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.4% |
| 7D | -6.9% | -1.2% | -5.7% | -6.7% |
| 30D | +1.1% | +12.8% | -11.7% | -1.0% |
| 3M | -6.3% | +12.3% | -18.6% | -8.3% |
| 6M | -3.8% | +15.8% | -19.7% | -6.7% |
| YTD | -35.2% | +13.9% | -49.1% | -37.1% |
| 1Y | -47.0% | +19.0% | -66.0% | -49.1% |
| 3Y | -0.2% | +33.7% | -33.9% | -9.7% |
| 5Y | -42.5% | +173.4% | -215.9% | -62.1% |
| All | -69.0% | +210.4% | -279.4% | -79.0% |
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