-70.0%
CPNG vs AIG
+78.7%
-148.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -7.6% | -1.4% | -6.1% | -7.0% |
| 30D | -8.8% | -3.3% | -5.5% | -7.6% |
| 3M | -7.2% | +2.2% | -9.4% | -8.4% |
| 6M | -21.5% | -2.1% | -19.4% | -21.3% |
| YTD | -37.4% | -11.2% | -26.2% | -34.8% |
| 1Y | -54.3% | -2.1% | -52.2% | -54.7% |
| 3Y | -20.3% | +34.4% | -54.7% | -34.2% |
| 5Y | -51.2% | +53.7% | -104.9% | -61.1% |
| All | -70.0% | +78.7% | -148.7% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling