-50.5%
CPNG vs APTV
-69.3%
+18.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | -1.1% | -5.0% | +3.9% | +1.2% |
| 30D | -7.4% | -6.1% | -1.3% | -4.9% |
| 3M | -12.3% | -33.0% | +20.6% | +3.5% |
| 6M | -19.4% | -35.2% | +15.8% | -4.5% |
| YTD | -35.9% | -40.1% | +4.2% | -21.6% |
| 1Y | -53.4% | -45.6% | -7.8% | -40.4% |
| 3Y | -20.0% | -54.4% | +34.4% | +8.3% |
| All | -50.5% | -69.3% | +18.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling