-70.2%
CPNG vs APD
+22.6%
-92.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -5.4% | -3.5% | -1.9% | -4.2% |
| 30D | -11.1% | -5.1% | -6.0% | -9.4% |
| 3M | -3.0% | +6.9% | -9.8% | -5.6% |
| 6M | -23.5% | +8.1% | -31.6% | -26.0% |
| YTD | -37.8% | +21.2% | -59.1% | -42.6% |
| 1Y | -54.3% | +4.9% | -59.2% | -55.5% |
| 3Y | -20.8% | +6.3% | -27.1% | -24.8% |
| 5Y | -51.1% | +24.3% | -75.3% | -61.3% |
| All | -70.2% | +22.6% | -92.9% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling