-35.9%
AAL vs CPNG
-52.6%
+16.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -1.3% | -7.6% | +6.3% | +0.9% |
| 30D | -13.7% | -8.8% | -4.9% | -11.6% |
| 3M | -8.2% | -7.2% | -0.9% | -6.8% |
| 6M | +13.1% | -21.5% | +34.6% | +19.0% |
| YTD | -15.6% | -37.4% | +21.8% | -6.0% |
| 1Y | +1.4% | -54.3% | +55.8% | +23.0% |
| 3Y | -7.4% | -20.3% | +12.9% | -7.7% |
| 5Y | -35.9% | -51.2% | +15.3% | -35.9% |
| All | -35.9% | -52.6% | +16.6% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling