-20.0%
CPNG vs AMP
+66.7%
-86.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +2.8% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | -7.4% | -1.3% | -6.0% | -7.0% |
| 3M | -12.3% | +24.2% | -36.5% | -18.5% |
| 6M | -19.4% | +24.6% | -44.0% | -25.3% |
| YTD | -35.9% | +14.8% | -50.7% | -39.0% |
| 1Y | -53.4% | +12.8% | -66.2% | -55.4% |
| 3Y | -20.0% | +69.0% | -89.0% | -42.8% |
| All | -20.0% | +66.7% | -86.7% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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