-42.5%
CPNG vs ACI
-41.9%
-0.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.5% |
| 7D | -6.9% | -0.5% | -6.4% | -6.9% |
| 30D | +1.1% | +4.9% | -3.8% | +0.7% |
| 3M | -6.3% | +11.1% | -17.4% | -7.2% |
| 6M | -3.8% | -14.9% | +11.1% | -3.1% |
| YTD | -35.2% | -19.6% | -15.6% | -34.5% |
| 1Y | -47.0% | -22.7% | -24.3% | -46.1% |
| 3Y | -0.2% | -31.2% | +31.1% | +2.4% |
| 5Y | -42.5% | -42.3% | -0.1% | -42.9% |
| All | -42.5% | -41.9% | -0.6% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling