-69.3%
CPNG vs CAG
-47.4%
-21.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.1% |
| 7D | -1.1% | -5.7% | +4.6% | -1.2% |
| 30D | -7.4% | -2.4% | -4.9% | -7.3% |
| 3M | -12.3% | +9.8% | -22.1% | -12.1% |
| 6M | -19.4% | -10.8% | -8.6% | -19.3% |
| YTD | -35.9% | -10.8% | -25.1% | -35.8% |
| 1Y | -53.4% | -19.0% | -34.4% | -53.3% |
| 3Y | -20.0% | -39.7% | +19.7% | -19.6% |
| 5Y | -49.6% | -43.0% | -6.6% | -48.2% |
| All | -69.3% | -47.4% | -21.9% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling