-20.0%
CPNG vs APD
+10.0%
-30.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | -2.9% |
| 7D | -6.3% | -2.5% | -3.8% | -5.7% |
| 30D | -8.7% | -1.9% | -6.9% | -8.4% |
| 3M | -2.4% | +8.2% | -10.7% | -4.1% |
| 6M | -22.3% | +10.7% | -33.1% | -24.2% |
| YTD | -37.2% | +22.9% | -60.1% | -40.2% |
| 1Y | -53.0% | +5.8% | -58.8% | -53.4% |
| 3Y | -20.0% | +7.8% | -27.8% | -22.1% |
| All | -20.0% | +10.0% | -30.0% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling