-46.8%
CPNG vs ADM
+40.7%
-87.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -7.4% | +3.8% | -11.2% | -7.5% |
| 30D | -4.4% | +9.8% | -14.2% | -4.6% |
| 3M | -7.5% | +2.1% | -9.6% | -7.1% |
| 6M | -19.9% | +27.5% | -47.5% | -22.3% |
| YTD | -35.2% | +50.2% | -85.4% | -38.0% |
| 1Y | -46.8% | +40.6% | -87.4% | -48.7% |
| All | -46.8% | +40.7% | -87.5% | -48.7% |
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