-69.0%
CPNG vs ACM
+20.2%
-89.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -6.9% | +5.1% | -12.0% | -9.1% |
| 30D | +1.1% | +18.7% | -17.5% | -6.6% |
| 3M | -6.3% | +15.5% | -21.8% | -12.6% |
| 6M | -3.8% | +1.2% | -5.0% | -5.8% |
| YTD | -35.2% | -25.2% | -9.9% | -27.1% |
| 1Y | -47.0% | -46.3% | -0.7% | -28.8% |
| 3Y | -0.2% | -9.6% | +9.4% | -6.2% |
| 5Y | -42.5% | +4.4% | -46.9% | -51.1% |
| All | -69.0% | +20.2% | -89.2% | -73.3% |
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