-46.8%
CPNG vs AEM
+40.5%
-87.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | -7.4% | -0.5% | -6.9% | -7.4% |
| 30D | -4.4% | +24.0% | -28.5% | -8.2% |
| 3M | -7.5% | +16.1% | -23.6% | -10.3% |
| 6M | -19.9% | -11.6% | -8.3% | -18.6% |
| YTD | -35.2% | +21.5% | -56.7% | -36.8% |
| 1Y | -46.8% | +39.2% | -86.0% | -48.4% |
| All | -46.8% | +40.5% | -87.3% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling