-46.8%
CPNG vs ADM
+29.6%
-76.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.5% |
| 7D | -6.8% | +4.2% | -10.9% | -6.5% |
| 30D | +5.5% | -12.8% | +18.3% | +5.2% |
| 3M | -6.8% | -8.5% | +1.7% | -7.0% |
| 6M | -4.8% | -10.9% | +6.1% | -4.8% |
| YTD | -35.6% | +29.4% | -65.0% | -39.9% |
| 1Y | -46.8% | +27.5% | -74.3% | -49.7% |
| All | -46.8% | +29.6% | -76.4% | -49.7% |
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