-51.9%
CPNG vs AEM
+298.9%
-350.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.1% |
| 7D | -5.4% | -5.0% | -0.4% | -4.3% |
| 30D | -11.1% | +8.5% | -19.5% | -12.9% |
| 3M | -3.0% | +29.3% | -32.3% | -9.1% |
| 6M | -23.5% | -12.9% | -10.6% | -21.8% |
| YTD | -37.8% | +16.8% | -54.6% | -40.9% |
| 1Y | -54.3% | +29.8% | -84.2% | -58.1% |
| 3Y | -20.8% | +336.7% | -357.5% | -49.0% |
| All | -51.9% | +298.9% | -350.8% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling