-69.9%
CPNG vs CAG
-45.1%
-24.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.2% |
| 7D | -6.3% | -5.3% | -1.0% | -6.4% |
| 30D | -8.7% | +1.0% | -9.7% | -8.7% |
| 3M | -2.4% | +17.4% | -19.8% | -2.0% |
| 6M | -22.3% | -16.8% | -5.5% | -22.3% |
| YTD | -37.2% | -6.8% | -30.4% | -37.1% |
| 1Y | -53.0% | -15.4% | -37.6% | -52.9% |
| 3Y | -20.0% | -37.1% | +17.1% | -19.6% |
| 5Y | -52.8% | -41.3% | -11.5% | -51.8% |
| All | -69.9% | -45.1% | -24.9% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling