-46.8%
CPNG vs CAG
-13.1%
-33.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.5% |
| 7D | -7.4% | -3.8% | -3.7% | -7.7% |
| 30D | -4.4% | +3.1% | -7.6% | -4.0% |
| 3M | -7.5% | +23.5% | -31.0% | -5.0% |
| 6M | -19.9% | -14.8% | -5.1% | -21.0% |
| YTD | -35.2% | -5.4% | -29.7% | -34.8% |
| 1Y | -46.8% | -11.8% | -35.0% | -46.5% |
| All | -46.8% | -13.1% | -33.7% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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