-36.3%
CPNG vs ADVB
-89.4%
+53.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | -0.3% |
| 7D | -7.6% | -13.0% | +5.4% | -7.5% |
| 30D | -8.8% | +7.5% | -16.3% | -8.9% |
| 3M | -7.2% | +129.1% | -136.3% | -9.5% |
| 6M | -21.5% | +71.7% | -93.2% | -23.5% |
| YTD | -37.4% | +45.5% | -83.0% | -38.7% |
| 1Y | -54.3% | -2.7% | -51.6% | -54.9% |
| All | -36.3% | -89.4% | +53.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling