-69.9%
CPNG vs AME
+99.2%
-169.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.1% |
| 7D | -6.3% | +2.8% | -9.0% | -7.7% |
| 30D | -8.7% | -6.3% | -2.5% | -5.6% |
| 3M | -2.4% | +5.4% | -7.8% | -5.9% |
| 6M | -22.3% | +7.4% | -29.8% | -26.5% |
| YTD | -37.2% | +16.2% | -53.4% | -43.5% |
| 1Y | -53.0% | +26.8% | -79.8% | -60.1% |
| 3Y | -20.0% | +57.5% | -77.5% | -44.3% |
| 5Y | -52.8% | +84.8% | -137.6% | -73.0% |
| All | -69.9% | +99.2% | -169.1% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling