-69.2%
CPNG vs APD
+33.1%
-102.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -6.8% | +3.8% | -10.6% | -8.0% |
| 30D | +5.5% | +8.2% | -2.7% | +2.6% |
| 3M | -6.8% | +4.3% | -11.0% | -8.2% |
| 6M | -4.8% | +4.7% | -9.5% | -6.7% |
| YTD | -35.6% | +31.5% | -67.2% | -42.3% |
| 1Y | -46.8% | +23.5% | -70.3% | -51.3% |
| 3Y | -0.8% | +29.1% | -29.9% | -13.1% |
| 5Y | -42.9% | +15.9% | -58.7% | -56.2% |
| All | -69.2% | +33.1% | -102.2% | -76.2% |
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