-20.0%
CPNG vs AIG
+33.9%
-53.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | -1.1% | -1.2% | 0.0% | -0.8% |
| 30D | -7.4% | -1.1% | -6.3% | -7.1% |
| 3M | -12.3% | +0.7% | -13.0% | -12.7% |
| 6M | -19.4% | -2.2% | -17.3% | -19.3% |
| YTD | -35.9% | -10.8% | -25.1% | -34.2% |
| 1Y | -53.4% | -2.0% | -51.4% | -53.6% |
| 3Y | -20.0% | +34.8% | -54.8% | -31.0% |
| All | -20.0% | +33.9% | -53.9% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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