-70.0%
CPNG vs ABCL
-67.7%
-2.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.4% |
| 7D | -7.6% | -2.7% | -4.8% | -7.1% |
| 30D | -8.8% | +18.3% | -27.1% | -12.5% |
| 3M | -7.2% | +108.5% | -115.7% | -23.0% |
| 6M | -21.5% | +213.9% | -235.5% | -41.7% |
| YTD | -37.4% | +223.1% | -260.5% | -54.3% |
| 1Y | -54.3% | +160.6% | -215.0% | -65.8% |
| 3Y | -20.3% | +104.3% | -124.6% | -41.4% |
| 5Y | -51.2% | -40.0% | -11.2% | -58.4% |
| All | -70.0% | -67.7% | -2.3% | -74.8% |
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