-69.0%
CPNG vs ABCL
-66.6%
-2.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -7.4% | +0.7% | -8.2% | -7.6% |
| 30D | -4.4% | +93.1% | -97.5% | -18.4% |
| 3M | -7.5% | +79.4% | -86.9% | -20.7% |
| 6M | -19.9% | +214.9% | -234.8% | -40.5% |
| YTD | -35.2% | +234.2% | -269.4% | -53.0% |
| 1Y | -46.8% | +174.8% | -221.5% | -60.5% |
| 3Y | -20.2% | +104.5% | -124.6% | -41.1% |
| 5Y | -48.4% | -39.0% | -9.4% | -56.4% |
| All | -69.0% | -66.6% | -2.4% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling