-0.1%
CPNG vs ACM
-9.6%
+9.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -6.9% | +5.1% | -12.0% | -8.4% |
| 30D | +1.1% | +18.7% | -17.5% | -4.0% |
| 3M | -6.3% | +15.5% | -21.8% | -10.5% |
| 6M | -3.8% | +1.2% | -5.0% | -5.2% |
| YTD | -35.2% | -25.2% | -9.9% | -30.0% |
| 1Y | -47.0% | -46.3% | -0.7% | -35.5% |
| All | -0.1% | -9.6% | +9.5% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling