-46.9%
CPNG vs AMT
+13.5%
-60.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.0% | +7.9% | +11.1% |
| 7D | +20.8% | +6.0% | +14.8% | +19.6% |
| 30D | +20.1% | +20.1% | 0.0% | +16.5% |
| 3M | +1.6% | +12.4% | -10.8% | -0.7% |
| 6M | -15.8% | +9.9% | -25.8% | -17.9% |
| YTD | -27.7% | +14.4% | -42.1% | -31.2% |
| 1Y | -46.9% | +12.4% | -59.4% | -49.0% |
| All | -46.9% | +13.5% | -60.4% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling