-17.4%
CPNG vs ACGL
+35.2%
-52.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.5% |
| 7D | -7.4% | -0.7% | -6.7% | -7.5% |
| 30D | -4.4% | -1.0% | -3.4% | -4.5% |
| 3M | -7.5% | +11.0% | -18.5% | -7.1% |
| 6M | -19.9% | -0.3% | -19.6% | -19.8% |
| YTD | -35.2% | +2.3% | -37.5% | -35.2% |
| 1Y | -46.8% | +6.4% | -53.2% | -46.8% |
| All | -17.4% | +35.2% | -52.6% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling