-53.4%
CPNG vs AG
+110.7%
-164.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.4% |
| 7D | -1.1% | -6.7% | +5.6% | -0.4% |
| 30D | -7.4% | +2.2% | -9.5% | -7.8% |
| 3M | -12.3% | +15.7% | -28.0% | -14.1% |
| 6M | -19.4% | -23.8% | +4.3% | -18.2% |
| YTD | -35.9% | +17.6% | -53.5% | -37.5% |
| 1Y | -53.4% | +88.6% | -142.0% | -55.2% |
| All | -53.4% | +110.7% | -164.1% | -55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling