-22.4%
CPNG vs AEE
+46.3%
-68.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -5.4% | -0.7% | -4.7% | -5.3% |
| 30D | -11.1% | -2.0% | -9.1% | -10.8% |
| 3M | -3.0% | -2.8% | -0.1% | -2.8% |
| 6M | -23.5% | -3.6% | -19.9% | -23.2% |
| YTD | -37.8% | +7.3% | -45.1% | -38.8% |
| 1Y | -54.3% | +8.7% | -63.0% | -55.2% |
| All | -22.4% | +46.3% | -68.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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