+0.8%
AAL vs CPNG
-47.2%
+48.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.1% | -6.8% | +6.7% | +1.7% |
| 30D | +11.7% | +5.5% | +6.2% | +10.6% |
| 3M | -12.5% | -6.8% | -5.8% | -11.3% |
| 6M | +3.6% | -4.8% | +8.4% | +3.5% |
| YTD | -14.1% | -35.6% | +21.5% | -14.6% |
| 1Y | +0.8% | -46.8% | +47.5% | +6.5% |
| All | +0.8% | -47.2% | +48.0% | +6.5% |
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