-69.3%
CPNG vs AME
+102.6%
-171.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +1.3% |
| 7D | -1.1% | +1.7% | -2.9% | -2.0% |
| 30D | -7.4% | -6.4% | -0.9% | -4.1% |
| 3M | -12.3% | +7.1% | -19.4% | -16.4% |
| 6M | -19.4% | +8.2% | -27.6% | -24.0% |
| YTD | -35.9% | +18.2% | -54.1% | -42.9% |
| 1Y | -53.4% | +26.7% | -80.2% | -60.4% |
| 3Y | -20.0% | +60.7% | -80.7% | -44.9% |
| 5Y | -49.6% | +91.6% | -141.1% | -71.3% |
| All | -69.3% | +102.6% | -171.9% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling