-69.3%
CPNG vs AEM
+286.8%
-356.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.7% |
| 7D | -1.1% | -2.1% | +1.0% | -0.7% |
| 30D | -7.4% | +8.4% | -15.8% | -9.1% |
| 3M | -12.3% | +27.3% | -39.6% | -17.1% |
| 6M | -19.4% | -9.7% | -9.8% | -18.5% |
| YTD | -35.9% | +19.0% | -54.9% | -39.0% |
| 1Y | -53.4% | +31.5% | -84.9% | -56.8% |
| 3Y | -20.0% | +338.7% | -358.7% | -44.9% |
| 5Y | -49.6% | +307.4% | -357.0% | -65.5% |
| All | -69.3% | +286.8% | -356.1% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling