-51.2%
CPNG vs ACM
+2.7%
-54.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +1.2% |
| 7D | -7.6% | -3.7% | -3.9% | -5.8% |
| 30D | -8.8% | -12.7% | +3.8% | -3.1% |
| 3M | -7.2% | -9.8% | +2.6% | -3.6% |
| 6M | -21.5% | -31.4% | +9.9% | -5.8% |
| YTD | -37.4% | -32.1% | -5.3% | -25.4% |
| 1Y | -54.3% | -47.8% | -6.5% | -36.7% |
| 3Y | -20.3% | -22.1% | +1.8% | -20.2% |
| 5Y | -51.2% | +1.8% | -53.0% | -60.4% |
| All | -51.2% | +2.7% | -54.0% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling