-69.3%
CPNG vs AMCR
-6.8%
-62.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.6% |
| 7D | -1.1% | -6.3% | +5.2% | +1.2% |
| 30D | -7.4% | -7.8% | +0.4% | -4.6% |
| 3M | -12.3% | +7.5% | -19.9% | -15.2% |
| 6M | -19.4% | +2.7% | -22.1% | -21.0% |
| YTD | -35.9% | +6.0% | -41.9% | -38.3% |
| 1Y | -53.4% | +7.8% | -61.2% | -55.6% |
| 3Y | -20.0% | +5.8% | -25.8% | -26.7% |
| 5Y | -49.6% | -11.6% | -38.0% | -49.2% |
| All | -69.3% | -6.8% | -62.5% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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