-21.9%
CPNG vs AG
+278.6%
-300.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -7.6% | -0.1% | -7.5% | -7.6% |
| 30D | -8.8% | +12.5% | -21.3% | -10.3% |
| 3M | -7.2% | +28.2% | -35.4% | -10.4% |
| 6M | -21.5% | -18.8% | -2.7% | -20.6% |
| YTD | -37.4% | +27.4% | -64.8% | -40.5% |
| 1Y | -54.3% | +132.2% | -186.5% | -60.3% |
| All | -21.9% | +278.6% | -300.5% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling