+30.5%
ALAB vs CPNG
-54.4%
+84.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.2% |
| 7D | +9.6% | -7.6% | +17.2% | +14.4% |
| 30D | -5.3% | -8.8% | +3.6% | -1.0% |
| 3M | -12.0% | -7.2% | -4.8% | -9.6% |
| 6M | +145.7% | -21.5% | +167.3% | +169.4% |
| YTD | +80.7% | -37.4% | +118.1% | +115.8% |
| All | +30.5% | -54.4% | +84.9% | +94.5% |
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