-46.0%
CPNG vs AMBA
-69.7%
+23.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.3% |
| 7D | -6.8% | +2.7% | -9.4% | -7.4% |
| 30D | +5.5% | -2.2% | +7.7% | +5.6% |
| 3M | -6.8% | -26.6% | +19.9% | 0.0% |
| 6M | -4.8% | -26.8% | +21.9% | -2.3% |
| YTD | -35.6% | -15.1% | -20.5% | -37.9% |
| 1Y | -46.8% | -32.3% | -14.5% | -45.6% |
| 3Y | -0.8% | +19.8% | -20.6% | -26.2% |
| All | -46.0% | -69.7% | +23.7% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling