-46.0%
CPNG vs ABCL
-21.8%
-24.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.5% | -2.3% |
| 7D | +13.4% | -3.2% | +16.5% | +13.8% |
| 30D | +10.0% | -7.4% | +17.4% | +11.1% |
| 3M | -0.4% | +81.9% | -82.3% | -16.8% |
| 6M | -8.9% | +135.7% | -144.7% | -30.8% |
| YTD | -30.9% | +247.4% | -278.3% | -53.9% |
| 1Y | -43.8% | +162.3% | -206.1% | -59.8% |
| 3Y | -2.5% | +165.5% | -167.9% | -38.4% |
| All | -46.0% | -21.8% | -24.3% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling