-53.4%
CPNG vs ACM
-48.8%
-4.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.9% |
| 7D | -1.1% | -4.6% | +3.5% | -0.2% |
| 30D | -7.4% | +4.1% | -11.4% | -8.1% |
| 3M | -12.3% | -8.3% | -4.0% | -11.6% |
| 6M | -19.4% | -30.1% | +10.6% | -14.3% |
| YTD | -35.9% | -32.6% | -3.3% | -31.3% |
| 1Y | -53.4% | -49.6% | -3.8% | -47.6% |
| All | -53.4% | -48.8% | -4.6% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling