-46.9%
CPNG vs AR
+14.7%
-61.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -6.3% | +18.2% | +11.3% |
| 7D | +20.8% | -11.1% | +32.0% | +19.9% |
| 30D | +20.1% | +7.9% | +12.2% | +19.9% |
| 3M | +1.6% | +4.9% | -3.3% | +1.4% |
| 6M | -15.8% | -5.3% | -10.5% | -15.0% |
| YTD | -27.7% | +8.6% | -36.3% | -29.2% |
| 1Y | -46.9% | +13.7% | -60.6% | -48.8% |
| All | -46.9% | +14.7% | -61.6% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling