-42.0%
AAL vs CPNG
-76.9%
+34.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -0.9% | -5.4% | +4.5% | +0.5% |
| 30D | -16.0% | -11.1% | -4.9% | -13.4% |
| 3M | -4.2% | -3.0% | -1.3% | -4.0% |
| 6M | +15.7% | -23.5% | +39.2% | +22.1% |
| YTD | -16.2% | -37.8% | +21.6% | -7.2% |
| 1Y | +0.2% | -54.3% | +54.6% | +19.9% |
| 3Y | -8.1% | -20.8% | +12.7% | -7.9% |
| 5Y | -32.2% | -51.1% | +18.9% | -32.1% |
| All | -42.0% | -76.9% | +34.9% | -38.0% |
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 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