-53.4%
CPNG vs AJG
-17.2%
-36.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | -1.1% | -8.3% | +7.2% | +0.2% |
| 30D | -7.4% | -5.7% | -1.7% | -6.5% |
| 3M | -12.3% | +9.1% | -21.4% | -14.4% |
| 6M | -19.4% | +15.2% | -34.7% | -22.0% |
| YTD | -35.9% | -6.3% | -29.6% | -39.1% |
| 1Y | -53.4% | -19.1% | -34.3% | -57.4% |
| All | -53.4% | -17.2% | -36.2% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling