-51.1%
CPNG vs AME
+82.6%
-133.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.1% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | -11.1% | -8.6% | -2.5% | -6.4% |
| 3M | -3.0% | +5.8% | -8.8% | -7.1% |
| 6M | -23.5% | +3.8% | -27.3% | -26.4% |
| YTD | -37.8% | +14.4% | -52.3% | -44.1% |
| 1Y | -54.3% | +25.8% | -80.1% | -61.7% |
| 3Y | -20.8% | +55.2% | -76.0% | -46.9% |
| 5Y | -51.1% | +85.5% | -136.6% | -74.9% |
| All | -51.1% | +82.6% | -133.7% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling