-34.4%
AAL vs CPNG
-45.0%
+10.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.4% | -1.2% | -4.3% |
| 7D | +2.9% | -6.9% | +9.8% | +5.1% |
| 30D | +6.5% | +1.1% | +5.4% | +6.2% |
| 3M | -10.9% | -6.3% | -4.5% | -9.3% |
| 6M | +4.9% | -3.8% | +8.7% | +5.0% |
| YTD | -13.2% | -35.2% | +22.0% | -4.2% |
| 1Y | -1.1% | -47.0% | +45.9% | +15.3% |
| 3Y | +12.8% | -0.2% | +13.0% | +5.5% |
| 5Y | -34.4% | -42.5% | +8.1% | -36.2% |
| All | -34.4% | -45.0% | +10.6% | -36.2% |
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