-53.4%
CPNG vs AU
+72.0%
-125.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +3.0% |
| 7D | -1.1% | -4.3% | +3.2% | -0.7% |
| 30D | -7.4% | +7.3% | -14.7% | -8.1% |
| 3M | -12.3% | +26.3% | -38.7% | -14.6% |
| 6M | -19.4% | +1.8% | -21.2% | -21.0% |
| YTD | -35.9% | +26.8% | -62.7% | -36.7% |
| 1Y | -53.4% | +66.7% | -120.1% | -52.8% |
| All | -53.4% | +72.0% | -125.4% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling