-40.5%
AAL vs CPNG
-76.1%
+35.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.1% | -6.8% | +6.7% | +1.8% |
| 30D | +11.7% | +5.5% | +6.2% | +10.2% |
| 3M | -12.5% | -6.8% | -5.8% | -11.0% |
| 6M | +3.6% | -4.8% | +8.4% | +4.1% |
| YTD | -14.1% | -35.6% | +21.5% | -5.7% |
| 1Y | +0.8% | -46.8% | +47.5% | +15.9% |
| 3Y | +11.8% | -0.8% | +12.6% | +5.9% |
| 5Y | -35.1% | -42.9% | +7.8% | -36.5% |
| All | -40.5% | -76.1% | +35.5% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling