-46.8%
CPNG vs ABCL
+186.8%
-233.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -7.4% | +0.7% | -8.2% | -7.5% |
| 30D | -4.4% | +93.1% | -97.5% | -13.2% |
| 3M | -7.5% | +79.4% | -86.9% | -15.9% |
| 6M | -19.9% | +214.9% | -234.8% | -34.2% |
| YTD | -35.2% | +234.2% | -269.4% | -48.2% |
| 1Y | -46.8% | +174.8% | -221.5% | -55.6% |
| All | -46.8% | +186.8% | -233.6% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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