+7.7%
AAL vs CPNG
-45.7%
+53.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.0% | -5.6% | +3.7% |
| 7D | +8.3% | +20.8% | -12.5% | +4.0% |
| 30D | +6.2% | +20.1% | -13.8% | +2.1% |
| 3M | -17.7% | +1.6% | -19.3% | -18.5% |
| 6M | +15.4% | -15.8% | +31.3% | +14.0% |
| YTD | -11.1% | -27.7% | +16.6% | -15.1% |
| 1Y | +7.7% | -46.9% | +54.7% | +7.0% |
| All | +7.7% | -45.7% | +53.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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