+7.4%
CPNG vs AR
+34.1%
-26.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +13.4% | -14.3% | +27.6% | +15.4% |
| 30D | +10.0% | +1.4% | +8.6% | +9.2% |
| 3M | -0.4% | +3.4% | -3.7% | -1.6% |
| 6M | -8.9% | -2.1% | -6.9% | -9.5% |
| YTD | -30.9% | +4.7% | -35.6% | -32.8% |
| 1Y | -43.8% | +10.6% | -54.4% | -46.0% |
| All | +7.4% | +34.1% | -26.7% | -6.7% |
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