-69.3%
CPNG vs AG
+19.9%
-89.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.5% |
| 7D | -1.1% | -6.7% | +5.6% | -0.1% |
| 30D | -7.4% | +2.2% | -9.5% | -7.9% |
| 3M | -12.3% | +15.7% | -28.0% | -15.0% |
| 6M | -19.4% | -23.8% | +4.3% | -17.4% |
| YTD | -35.9% | +17.6% | -53.5% | -39.5% |
| 1Y | -53.4% | +88.6% | -142.0% | -60.1% |
| 3Y | -20.0% | +253.4% | -273.4% | -43.2% |
| 5Y | -49.6% | +62.4% | -112.0% | -60.5% |
| All | -69.3% | +19.9% | -89.2% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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