-69.0%
CPNG vs ABCL
-66.0%
-2.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.8% |
| 7D | -6.9% | +4.4% | -11.3% | -7.7% |
| 30D | +1.1% | -7.9% | +9.0% | +2.2% |
| 3M | -6.3% | +12.2% | -18.5% | -10.1% |
| 6M | -3.8% | +134.7% | -138.6% | -23.7% |
| YTD | -35.2% | +239.8% | -275.0% | -53.7% |
| 1Y | -47.0% | +192.7% | -239.7% | -61.0% |
| 3Y | -0.2% | +187.6% | -187.8% | -33.7% |
| 5Y | -42.5% | -22.6% | -19.8% | -52.3% |
| All | -69.0% | -66.0% | -2.9% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling