-69.2%
CPNG vs ADM
+45.5%
-114.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.0% |
| 7D | -6.8% | +4.2% | -10.9% | -7.3% |
| 30D | +5.5% | -12.8% | +18.3% | +7.4% |
| 3M | -6.8% | -8.5% | +1.7% | -5.9% |
| 6M | -4.8% | -10.9% | +6.1% | -3.7% |
| YTD | -35.6% | +29.4% | -65.0% | -39.0% |
| 1Y | -46.8% | +27.5% | -74.3% | -49.4% |
| 3Y | -0.8% | +10.3% | -11.1% | -4.7% |
| 5Y | -42.9% | +27.4% | -70.2% | -40.1% |
| All | -69.2% | +45.5% | -114.6% | -66.9% |
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