-69.3%
CPNG vs AZO
+129.0%
-198.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | -1.1% | -3.6% | +2.5% | -0.5% |
| 30D | -7.4% | -5.6% | -1.8% | -6.5% |
| 3M | -12.3% | -6.6% | -5.7% | -11.6% |
| 6M | -19.4% | -22.5% | +3.1% | -15.9% |
| YTD | -35.9% | -15.2% | -20.7% | -34.2% |
| 1Y | -53.4% | -33.9% | -19.5% | -50.0% |
| 3Y | -20.0% | +11.8% | -31.8% | -24.3% |
| 5Y | -49.6% | +85.5% | -135.1% | -52.3% |
| All | -69.3% | +129.0% | -198.3% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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