-20.0%
CPNG vs AME
+59.6%
-79.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +2.0% |
| 7D | -1.1% | +1.7% | -2.9% | -1.7% |
| 30D | -7.4% | -6.4% | -0.9% | -5.4% |
| 3M | -12.3% | +7.1% | -19.4% | -14.9% |
| 6M | -19.4% | +8.2% | -27.6% | -22.3% |
| YTD | -35.9% | +18.2% | -54.1% | -40.2% |
| 1Y | -53.4% | +26.7% | -80.2% | -57.7% |
| 3Y | -20.0% | +60.7% | -80.7% | -35.7% |
| All | -20.0% | +59.6% | -79.6% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling