-20.0%
CPNG vs AJG
+8.2%
-28.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | -1.1% | -8.3% | +7.2% | +0.3% |
| 30D | -7.4% | -5.7% | -1.7% | -6.5% |
| 3M | -12.3% | +9.1% | -21.4% | -14.1% |
| 6M | -19.4% | +15.2% | -34.7% | -21.8% |
| YTD | -35.9% | -6.3% | -29.6% | -36.5% |
| 1Y | -53.4% | -19.1% | -34.3% | -53.0% |
| 3Y | -20.0% | +8.2% | -28.2% | -20.1% |
| All | -20.0% | +8.2% | -28.2% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling