-51.1%
CPNG vs CAG
-42.8%
-8.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.6% |
| 7D | -5.4% | -5.9% | +0.5% | -5.3% |
| 30D | -11.1% | -1.5% | -9.6% | -11.0% |
| 3M | -3.0% | +11.5% | -14.4% | -3.0% |
| 6M | -23.5% | -15.7% | -7.8% | -23.0% |
| YTD | -37.8% | -10.2% | -27.6% | -37.6% |
| 1Y | -54.3% | -18.1% | -36.3% | -53.9% |
| 3Y | -20.8% | -39.4% | +18.6% | -19.0% |
| 5Y | -51.1% | -42.6% | -8.5% | -49.8% |
| All | -51.1% | -42.8% | -8.2% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling