-16.9%
CCL vs CPNG
-76.9%
+60.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -4.3% | -5.4% | +1.1% | -2.6% |
| 30D | -19.0% | -11.1% | -7.9% | -15.9% |
| 3M | -13.1% | -3.0% | -10.1% | -13.1% |
| 6M | -13.3% | -23.5% | +10.2% | -7.2% |
| YTD | -25.2% | -37.8% | +12.6% | -15.0% |
| 1Y | -27.2% | -54.3% | +27.1% | -8.7% |
| 3Y | +49.2% | -20.8% | +70.0% | +49.6% |
| 5Y | +0.4% | -51.1% | +51.4% | -0.4% |
| All | -16.9% | -76.9% | +60.0% | -14.9% |
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 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