-69.3%
CPNG vs AJG
+104.4%
-173.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | -1.1% | -8.3% | +7.2% | +2.3% |
| 30D | -7.4% | -5.7% | -1.7% | -5.2% |
| 3M | -12.3% | +9.1% | -21.4% | -16.2% |
| 6M | -19.4% | +15.2% | -34.7% | -24.9% |
| YTD | -35.9% | -6.3% | -29.6% | -35.3% |
| 1Y | -53.4% | -19.1% | -34.3% | -49.8% |
| 3Y | -20.0% | +8.2% | -28.2% | -30.5% |
| 5Y | -49.6% | +75.6% | -125.2% | -65.8% |
| All | -69.3% | +104.4% | -173.7% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling