-20.0%
CPNG vs AR
+44.7%
-64.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.0% |
| 7D | -6.3% | -1.8% | -4.4% | -6.0% |
| 30D | -8.7% | +12.6% | -21.3% | -10.5% |
| 3M | -2.4% | +10.0% | -12.5% | -4.2% |
| 6M | -22.3% | +0.6% | -23.0% | -22.8% |
| YTD | -37.2% | +13.4% | -50.6% | -39.3% |
| 1Y | -53.0% | +21.7% | -74.7% | -55.4% |
| 3Y | -20.0% | +45.8% | -65.9% | -30.5% |
| All | -20.0% | +44.7% | -64.7% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling