-60.4%
CPNG vs AUR
-36.7%
-23.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.1% |
| 7D | -5.4% | +0.2% | -5.6% | -5.5% |
| 30D | -11.1% | -8.9% | -2.2% | -9.9% |
| 3M | -3.0% | +4.6% | -7.6% | -4.7% |
| 6M | -23.5% | +44.9% | -68.4% | -30.3% |
| YTD | -37.8% | +64.8% | -102.7% | -44.9% |
| 1Y | -54.3% | +16.4% | -70.7% | -57.1% |
| 3Y | -20.8% | +85.1% | -105.9% | -43.9% |
| 5Y | -51.1% | -36.1% | -14.9% | -62.3% |
| All | -60.4% | -36.7% | -23.7% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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