+0.2%
AAL vs CPNG
-54.7%
+54.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.9% | -5.4% | +4.5% | 0.0% |
| 30D | -16.0% | -11.1% | -4.9% | -14.2% |
| 3M | -4.2% | -3.0% | -1.3% | -4.1% |
| 6M | +15.7% | -23.5% | +39.2% | +17.2% |
| YTD | -16.2% | -37.8% | +21.6% | -17.1% |
| 1Y | +0.2% | -54.3% | +54.6% | -4.8% |
| All | +0.2% | -54.7% | +54.9% | -4.8% |
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