-69.9%
CPNG vs ACHR
-47.0%
-22.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.5% |
| 7D | -6.3% | +4.9% | -11.1% | -7.1% |
| 30D | -8.7% | +4.3% | -13.0% | -9.9% |
| 3M | -2.4% | +1.7% | -4.2% | -4.1% |
| 6M | -22.3% | -6.9% | -15.5% | -22.9% |
| YTD | -37.2% | -22.5% | -14.7% | -35.8% |
| 1Y | -53.0% | -31.5% | -21.5% | -51.7% |
| 3Y | -20.0% | -14.4% | -5.6% | -31.1% |
| 5Y | -52.8% | -41.6% | -11.1% | -68.3% |
| All | -69.9% | -47.0% | -22.9% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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