-69.0%
CPNG vs ADM
+68.8%
-137.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -7.4% | +3.8% | -11.2% | -8.0% |
| 30D | -4.4% | +9.8% | -14.2% | -5.8% |
| 3M | -7.5% | +2.1% | -9.6% | -7.9% |
| 6M | -19.9% | +27.5% | -47.5% | -23.5% |
| YTD | -35.2% | +50.2% | -85.4% | -39.7% |
| 1Y | -46.8% | +40.6% | -87.4% | -50.0% |
| 3Y | -20.2% | +17.2% | -37.4% | -23.1% |
| 5Y | -48.4% | +61.9% | -110.3% | -45.5% |
| All | -69.0% | +68.8% | -137.8% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling