-69.2%
CPNG vs AR
+270.7%
-339.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -6.8% | +7.4% | -14.1% | -7.8% |
| 30D | +5.5% | +5.8% | -0.3% | +4.2% |
| 3M | -6.8% | +5.2% | -12.0% | -8.0% |
| 6M | -4.8% | +5.4% | -10.3% | -6.5% |
| YTD | -35.6% | +12.4% | -48.0% | -37.8% |
| 1Y | -46.8% | +12.8% | -59.6% | -48.7% |
| 3Y | -0.8% | +47.2% | -48.0% | -10.7% |
| 5Y | -42.9% | +101.1% | -144.0% | -48.5% |
| All | -69.2% | +270.7% | -339.9% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling