+52.3%
CCL vs CPNG
-20.9%
+73.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.5% |
| 7D | -0.1% | -6.3% | +6.1% | +1.6% |
| 30D | -20.0% | -8.7% | -11.2% | -18.0% |
| 3M | -13.7% | -2.4% | -11.2% | -13.9% |
| 6M | -9.0% | -22.3% | +13.3% | -4.6% |
| YTD | -22.8% | -37.2% | +14.4% | -14.5% |
| 1Y | -25.3% | -53.0% | +27.7% | -10.2% |
| All | +52.3% | -20.9% | +73.2% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling