-69.9%
CPNG vs AEIS
+175.4%
-245.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -3.9% |
| 7D | -6.3% | +8.1% | -14.4% | -8.4% |
| 30D | -8.7% | -11.1% | +2.4% | -6.3% |
| 3M | -2.4% | -5.6% | +3.2% | -4.2% |
| 6M | -22.3% | -0.6% | -21.7% | -26.9% |
| YTD | -37.2% | +38.0% | -75.3% | -48.5% |
| 1Y | -53.0% | +87.2% | -140.2% | -66.5% |
| 3Y | -20.0% | +179.7% | -199.7% | -55.2% |
| 5Y | -52.8% | +241.7% | -294.5% | -76.8% |
| All | -69.9% | +175.4% | -245.4% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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