-0.9%
CCL vs CPNG
-52.6%
+51.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -4.4% | -7.6% | +3.2% | -1.7% |
| 30D | -18.2% | -8.8% | -9.4% | -15.6% |
| 3M | -17.7% | -7.2% | -10.5% | -16.4% |
| 6M | -13.0% | -21.5% | +8.5% | -7.4% |
| YTD | -24.5% | -37.4% | +13.0% | -13.5% |
| 1Y | -26.9% | -54.3% | +27.4% | -6.7% |
| 3Y | +50.8% | -20.3% | +71.1% | +49.9% |
| 5Y | -0.9% | -51.2% | +50.3% | -1.5% |
| All | -0.9% | -52.6% | +51.6% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling