-69.3%
CPNG vs ACM
+8.4%
-77.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.6% |
| 7D | -1.1% | -4.6% | +3.5% | +1.0% |
| 30D | -7.4% | +4.1% | -11.4% | -9.2% |
| 3M | -12.3% | -8.3% | -4.0% | -10.1% |
| 6M | -19.4% | -30.1% | +10.6% | -5.7% |
| YTD | -35.9% | -32.6% | -3.3% | -24.3% |
| 1Y | -53.4% | -49.6% | -3.8% | -36.0% |
| 3Y | -20.0% | -23.0% | +3.0% | -18.1% |
| 5Y | -49.6% | +2.0% | -51.5% | -55.2% |
| All | -69.3% | +8.4% | -77.7% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling