-46.9%
CPNG vs ADM
+29.8%
-76.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.6% | +12.0% |
| 7D | +20.8% | -8.3% | +29.1% | +20.8% |
| 30D | +20.1% | -14.1% | +34.2% | +20.3% |
| 3M | +1.6% | -10.7% | +12.4% | +1.5% |
| 6M | -15.8% | -5.9% | -9.9% | -17.1% |
| YTD | -27.7% | +25.8% | -53.5% | -34.5% |
| 1Y | -46.9% | +21.3% | -68.2% | -51.2% |
| All | -46.9% | +29.8% | -76.8% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling