-70.2%
CPNG vs ADM
+73.4%
-143.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.4% | +3.0% | -8.4% | -5.8% |
| 30D | -11.1% | +8.7% | -19.8% | -12.2% |
| 3M | -3.0% | +7.6% | -10.6% | -4.3% |
| 6M | -23.5% | +26.9% | -50.4% | -26.7% |
| YTD | -37.8% | +54.3% | -92.1% | -42.4% |
| 1Y | -54.3% | +45.7% | -100.0% | -57.3% |
| 3Y | -20.8% | +21.9% | -42.7% | -24.3% |
| 5Y | -51.1% | +67.2% | -118.2% | -48.4% |
| All | -70.2% | +73.4% | -143.6% | -68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling