-21.9%
CPNG vs ADM
+20.9%
-42.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | -0.5% |
| 7D | -7.6% | +1.4% | -8.9% | -7.7% |
| 30D | -8.8% | +8.2% | -17.0% | -9.5% |
| 3M | -7.2% | +8.7% | -15.9% | -8.1% |
| 6M | -21.5% | +29.1% | -50.6% | -23.8% |
| YTD | -37.4% | +53.7% | -91.1% | -40.4% |
| 1Y | -54.3% | +43.2% | -97.6% | -56.2% |
| All | -21.9% | +20.9% | -42.9% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling