-69.0%
CPNG vs AG
+28.5%
-97.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.1% |
| 7D | -7.4% | +1.0% | -8.5% | -7.6% |
| 30D | -4.4% | +19.2% | -23.6% | -7.3% |
| 3M | -7.5% | +6.2% | -13.7% | -9.0% |
| 6M | -19.9% | -26.7% | +6.7% | -17.4% |
| YTD | -35.2% | +26.1% | -61.3% | -39.5% |
| 1Y | -46.8% | +131.7% | -178.4% | -56.0% |
| 3Y | -20.2% | +255.3% | -275.5% | -43.1% |
| 5Y | -48.4% | +61.9% | -110.4% | -60.0% |
| All | -69.0% | +28.5% | -97.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling