-67.5%
CPNG vs APD
+32.5%
-100.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -6.2% | -1.2% | -5.1% | -5.8% |
| 30D | +4.6% | +11.0% | -6.4% | +0.8% |
| 3M | -3.1% | +2.6% | -5.7% | -4.0% |
| 6M | -0.9% | +4.8% | -5.7% | -2.9% |
| YTD | -32.2% | +31.0% | -63.2% | -39.2% |
| 1Y | -44.2% | +23.4% | -67.6% | -48.9% |
| 3Y | +4.4% | +28.4% | -24.0% | -8.4% |
| 5Y | -45.2% | +15.2% | -60.4% | -58.0% |
| All | -67.5% | +32.5% | -100.0% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling