-36.1%
CPNG vs ADVB
-88.8%
+52.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -3.1% |
| 7D | -6.3% | -14.0% | +7.7% | -6.2% |
| 30D | -8.7% | +41.0% | -49.7% | -9.1% |
| 3M | -2.4% | +127.9% | -130.4% | -4.8% |
| 6M | -22.3% | +101.3% | -123.7% | -24.6% |
| YTD | -37.2% | +53.8% | -91.0% | -38.5% |
| 1Y | -53.0% | +4.4% | -57.4% | -53.6% |
| All | -36.1% | -88.8% | +52.7% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling