+14.2%
CCL vs CPNG
-47.2%
+61.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.2% | -6.8% | +5.6% | +0.6% |
| 30D | +13.1% | +5.5% | +7.6% | +12.0% |
| 3M | +3.4% | -6.8% | +10.1% | +4.8% |
| 6M | +18.7% | -4.8% | +23.5% | +18.3% |
| YTD | -2.3% | -35.6% | +33.4% | -2.6% |
| 1Y | +14.2% | -46.8% | +61.0% | +8.0% |
| All | +14.2% | -47.2% | +61.4% | +8.0% |
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 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