-8.2%
AAL vs CPNG
-21.2%
+13.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -1.3% | -7.6% | +6.3% | +0.5% |
| 30D | -13.7% | -8.8% | -4.9% | -11.9% |
| 3M | -8.2% | -7.2% | -0.9% | -7.1% |
| 6M | +13.1% | -21.5% | +34.6% | +17.6% |
| YTD | -15.6% | -37.4% | +21.8% | -8.0% |
| 1Y | +1.4% | -54.3% | +55.8% | +19.4% |
| All | -8.2% | -21.2% | +13.0% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling