+9.9%
CPNG vs AS
+120.4%
-110.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -2.3% |
| 7D | -7.4% | -4.9% | -2.6% | -6.3% |
| 30D | -4.4% | -19.6% | +15.2% | +0.6% |
| 3M | -7.5% | -14.4% | +6.9% | -4.2% |
| 6M | -19.9% | -20.1% | +0.2% | -16.3% |
| YTD | -35.2% | -20.9% | -14.2% | -32.0% |
| 1Y | -46.8% | -21.9% | -24.9% | -44.3% |
| All | +9.9% | +120.4% | -110.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 all: compounded portfolio wealth divided by compounded AS 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…
all analysis · Full analysis span regression · 6 months rolling