-46.8%
CPNG vs AR
+22.7%
-69.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -7.4% | +2.5% | -9.9% | -7.4% |
| 30D | -4.4% | +14.8% | -19.2% | -4.2% |
| 3M | -7.5% | +6.2% | -13.7% | -6.8% |
| 6M | -19.9% | +4.3% | -24.2% | -19.8% |
| YTD | -35.2% | +14.4% | -49.5% | -35.7% |
| 1Y | -46.8% | +21.3% | -68.1% | -46.4% |
| All | -46.8% | +22.7% | -69.4% | -46.4% |
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