-70.0%
CPNG vs APTV
-70.3%
+0.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.8% |
| 7D | -7.6% | -1.2% | -6.4% | -7.2% |
| 30D | -8.8% | -10.6% | +1.8% | -4.4% |
| 3M | -7.2% | -35.0% | +27.8% | +10.6% |
| 6M | -21.5% | -38.9% | +17.4% | -5.0% |
| YTD | -37.4% | -41.5% | +4.1% | -23.3% |
| 1Y | -54.3% | -45.8% | -8.5% | -42.2% |
| 3Y | -20.3% | -55.7% | +35.4% | +7.6% |
| 5Y | -51.2% | -70.1% | +18.9% | -27.8% |
| All | -70.0% | -70.3% | +0.3% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling