-66.9%
CPNG vs ACWI
+76.3%
-143.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.7% |
| 7D | +13.4% | -2.4% | +15.7% | +17.7% |
| 30D | +10.0% | -5.2% | +15.2% | +19.4% |
| 3M | -0.4% | -4.8% | +4.5% | +7.5% |
| 6M | -8.9% | -1.3% | -7.6% | -6.9% |
| YTD | -30.9% | +8.4% | -39.3% | -39.2% |
| 1Y | -43.8% | +11.0% | -54.9% | -52.4% |
| 3Y | -2.5% | +70.6% | -73.0% | -61.1% |
| 5Y | -45.6% | +55.3% | -100.9% | -75.1% |
| All | -66.9% | +76.3% | -143.2% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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