-70.0%
CPNG vs AR
+274.4%
-344.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -7.6% | -1.2% | -6.4% | -7.4% |
| 30D | -8.8% | +5.5% | -14.4% | -9.7% |
| 3M | -7.2% | +12.9% | -20.1% | -9.4% |
| 6M | -21.5% | +0.1% | -21.6% | -22.0% |
| YTD | -37.4% | +13.5% | -51.0% | -39.4% |
| 1Y | -54.3% | +21.6% | -75.9% | -56.5% |
| 3Y | -20.3% | +46.0% | -66.3% | -28.0% |
| 5Y | -51.2% | +143.7% | -194.9% | -56.1% |
| All | -70.0% | +274.4% | -344.4% | -73.6% |
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