-69.0%
CPNG vs ACM
+13.6%
-82.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -7.4% | -3.7% | -3.7% | -5.8% |
| 30D | -4.4% | -11.1% | +6.7% | +0.3% |
| 3M | -7.5% | -8.0% | +0.5% | -4.9% |
| 6M | -19.9% | -29.7% | +9.7% | -6.4% |
| YTD | -35.2% | -29.4% | -5.8% | -25.1% |
| 1Y | -46.8% | -46.4% | -0.4% | -29.1% |
| 3Y | -20.2% | -22.3% | +2.2% | -17.8% |
| 5Y | -48.4% | +4.5% | -52.9% | -55.4% |
| All | -69.0% | +13.6% | -82.5% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling