-70.0%
CPNG vs AEE
+63.9%
-133.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -7.6% | +1.1% | -8.6% | -7.8% |
| 30D | -8.8% | 0.0% | -8.8% | -8.9% |
| 3M | -7.2% | -0.9% | -6.3% | -7.3% |
| 6M | -21.5% | -2.4% | -19.1% | -21.3% |
| YTD | -37.4% | +8.6% | -46.1% | -38.7% |
| 1Y | -54.3% | +10.2% | -64.5% | -55.4% |
| 3Y | -20.3% | +47.8% | -68.1% | -26.9% |
| 5Y | -51.2% | +40.1% | -91.3% | -54.8% |
| All | -70.0% | +63.9% | -133.9% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling