-51.2%
CPNG vs ADM
+67.1%
-118.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | -0.8% |
| 7D | -7.6% | +1.4% | -8.9% | -7.8% |
| 30D | -8.8% | +8.2% | -17.0% | -10.1% |
| 3M | -7.2% | +8.7% | -15.9% | -8.9% |
| 6M | -21.5% | +29.1% | -50.6% | -25.7% |
| YTD | -37.4% | +53.7% | -91.1% | -42.8% |
| 1Y | -54.3% | +43.2% | -97.6% | -57.7% |
| 3Y | -20.3% | +21.4% | -41.7% | -23.9% |
| 5Y | -51.2% | +67.1% | -118.3% | -56.8% |
| All | -51.2% | +67.1% | -118.3% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling