-70.2%
CPNG vs AGI
+369.7%
-439.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.1% |
| 7D | -5.4% | -5.4% | -0.1% | -4.4% |
| 30D | -11.1% | +6.6% | -17.7% | -12.4% |
| 3M | -3.0% | +8.2% | -11.2% | -5.0% |
| 6M | -23.5% | -29.3% | +5.8% | -18.9% |
| YTD | -37.8% | -7.4% | -30.5% | -38.1% |
| 1Y | -54.3% | +7.9% | -62.2% | -56.3% |
| 3Y | -20.8% | +206.2% | -227.0% | -42.3% |
| 5Y | -51.1% | +397.6% | -448.7% | -67.9% |
| All | -70.2% | +369.7% | -439.9% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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