-21.9%
CPNG vs ACI
-45.1%
+23.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | -7.6% | -5.0% | -2.5% | -7.6% |
| 30D | -8.8% | -2.3% | -6.5% | -8.8% |
| 3M | -7.2% | -23.2% | +16.0% | -7.5% |
| 6M | -21.5% | -29.5% | +7.9% | -21.9% |
| YTD | -37.4% | -28.6% | -8.8% | -37.7% |
| 1Y | -54.3% | -34.0% | -20.3% | -54.3% |
| All | -21.9% | -45.1% | +23.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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