-54.3%
CPNG vs ADM
+44.2%
-98.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -5.4% | +3.0% | -8.4% | -5.5% |
| 30D | -11.1% | +8.7% | -19.8% | -11.3% |
| 3M | -3.0% | +7.6% | -10.6% | -3.2% |
| 6M | -23.5% | +26.9% | -50.4% | -25.6% |
| YTD | -37.8% | +54.3% | -92.1% | -41.3% |
| 1Y | -54.3% | +45.7% | -100.0% | -56.5% |
| All | -54.3% | +44.2% | -98.6% | -56.5% |
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