-69.9%
CPNG vs ACGL
+172.0%
-241.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.7% |
| 7D | -6.3% | -2.9% | -3.3% | -5.8% |
| 30D | -8.7% | -2.8% | -5.9% | -8.3% |
| 3M | -2.4% | +6.8% | -9.2% | -3.8% |
| 6M | -22.3% | -1.5% | -20.8% | -22.4% |
| YTD | -37.2% | -0.2% | -37.0% | -37.7% |
| 1Y | -53.0% | +5.3% | -58.3% | -54.0% |
| 3Y | -20.0% | +30.3% | -50.3% | -29.3% |
| 5Y | -52.8% | +151.8% | -204.6% | -68.4% |
| All | -69.9% | +172.0% | -241.9% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling