-52.8%
CPNG vs AR
+140.6%
-193.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.0% |
| 7D | -6.3% | -1.8% | -4.4% | -5.9% |
| 30D | -8.7% | +12.6% | -21.3% | -10.8% |
| 3M | -2.4% | +10.0% | -12.5% | -4.6% |
| 6M | -22.3% | +0.6% | -23.0% | -23.0% |
| YTD | -37.2% | +13.4% | -50.6% | -39.5% |
| 1Y | -53.0% | +21.7% | -74.7% | -55.6% |
| 3Y | -20.0% | +45.8% | -65.9% | -29.3% |
| 5Y | -52.8% | +144.3% | -197.0% | -59.4% |
| All | -52.8% | +140.6% | -193.4% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling