-69.9%
CPNG vs AEM
+289.7%
-359.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.8% |
| 7D | -6.3% | +4.3% | -10.6% | -7.1% |
| 30D | -8.7% | +13.1% | -21.9% | -11.2% |
| 3M | -2.4% | +24.8% | -27.2% | -7.3% |
| 6M | -22.3% | -8.2% | -14.1% | -21.6% |
| YTD | -37.2% | +19.8% | -57.1% | -40.3% |
| 1Y | -53.0% | +32.1% | -85.0% | -56.5% |
| 3Y | -20.0% | +348.2% | -368.2% | -45.2% |
| 5Y | -52.8% | +297.5% | -350.2% | -67.9% |
| All | -69.9% | +289.7% | -359.6% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling