-69.0%
CPNG vs ACWI
+87.3%
-156.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -7.4% | +0.5% | -7.9% | -8.2% |
| 30D | -4.4% | +0.9% | -5.3% | -5.8% |
| 3M | -7.5% | +2.4% | -9.9% | -10.7% |
| 6M | -19.9% | +12.4% | -32.3% | -33.4% |
| YTD | -35.2% | +15.2% | -50.3% | -48.0% |
| 1Y | -46.8% | +22.7% | -69.5% | -61.4% |
| 3Y | -20.2% | +75.8% | -95.9% | -69.3% |
| 5Y | -48.4% | +67.7% | -116.2% | -79.0% |
| All | -69.0% | +87.3% | -156.3% | -87.9% |
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