+384.5%
ALAB vs CPNG
-19.0%
+403.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.2% |
| 7D | +9.6% | -7.6% | +17.2% | +14.2% |
| 30D | -5.3% | -8.8% | +3.6% | -1.2% |
| 3M | -12.0% | -7.2% | -4.8% | -9.4% |
| 6M | +145.7% | -21.5% | +167.3% | +171.4% |
| YTD | +80.7% | -37.4% | +118.1% | +122.4% |
| 1Y | +40.1% | -54.3% | +94.5% | +102.4% |
| All | +384.5% | -19.0% | +403.5% | +552.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling