+24.5%
ALAB vs CPNG
-45.7%
+70.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +12.0% | -16.4% | -10.1% |
| 7D | -24.9% | +20.8% | -45.7% | -32.2% |
| 30D | -38.4% | +20.1% | -58.5% | -44.4% |
| 3M | -38.3% | +1.6% | -39.9% | -39.1% |
| 6M | +10.9% | -15.8% | +26.8% | +18.6% |
| YTD | +34.2% | -27.7% | +61.9% | +44.7% |
| 1Y | +24.5% | -46.9% | +71.5% | +49.5% |
| All | +24.5% | -45.7% | +70.3% | +49.5% |
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 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