-44.7%
CPNG vs AMT
-20.6%
-24.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +11.7% | +0.4% | +11.3% | +11.7% |
| 30D | +3.8% | +3.7% | +0.1% | +2.5% |
| 3M | +1.2% | +10.7% | -9.6% | -2.5% |
| 6M | -3.3% | +9.3% | -12.6% | -7.2% |
| YTD | -30.4% | +10.9% | -41.3% | -34.0% |
| 1Y | -43.1% | +10.5% | -53.7% | -46.0% |
| 3Y | +8.2% | +15.5% | -7.3% | -5.9% |
| 5Y | -44.7% | -20.6% | -24.1% | -43.4% |
| All | -44.7% | -20.6% | -24.1% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling