-70.0%
CPNG vs AMP
+166.2%
-236.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | -8.8% | -1.0% | -7.8% | -8.3% |
| 3M | -7.2% | +23.2% | -30.5% | -17.8% |
| 6M | -21.5% | +20.4% | -41.9% | -29.9% |
| YTD | -37.4% | +13.6% | -51.1% | -42.6% |
| 1Y | -54.3% | +13.4% | -67.7% | -58.2% |
| 3Y | -20.3% | +66.5% | -86.8% | -47.5% |
| 5Y | -51.2% | +120.2% | -171.4% | -73.5% |
| All | -70.0% | +166.2% | -236.2% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling