+13.0%
AAL vs CPNG
-0.3%
+13.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.4% | -1.2% | -4.4% |
| 7D | +2.9% | -6.9% | +9.8% | +4.9% |
| 30D | +6.5% | +1.1% | +5.4% | +6.3% |
| 3M | -10.9% | -6.3% | -4.5% | -9.5% |
| 6M | +4.9% | -3.8% | +8.7% | +4.9% |
| YTD | -13.2% | -35.2% | +22.0% | -6.1% |
| 1Y | -1.1% | -47.0% | +45.9% | +12.6% |
| All | +13.0% | -0.3% | +13.3% | +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 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