-46.8%
CPNG vs APD
+6.0%
-52.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | -7.4% | -2.2% | -5.2% | -7.3% |
| 30D | -4.4% | +2.1% | -6.5% | -4.4% |
| 3M | -7.5% | +7.2% | -14.7% | -7.5% |
| 6M | -19.9% | +11.2% | -31.2% | -19.6% |
| YTD | -35.2% | +24.4% | -59.6% | -34.1% |
| 1Y | -46.8% | +6.7% | -53.4% | -42.9% |
| All | -46.8% | +6.0% | -52.8% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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