-70.2%
CPNG vs ALB
-16.9%
-53.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.1% |
| 7D | -5.4% | -7.6% | +2.2% | -3.6% |
| 30D | -11.1% | -5.6% | -5.5% | -10.0% |
| 3M | -3.0% | -16.8% | +13.9% | +1.1% |
| 6M | -23.5% | -26.3% | +2.8% | -18.8% |
| YTD | -37.8% | -13.2% | -24.6% | -37.3% |
| 1Y | -54.3% | +68.8% | -123.1% | -61.9% |
| 3Y | -20.8% | -30.7% | +9.9% | -19.9% |
| 5Y | -51.1% | -46.3% | -4.8% | -49.9% |
| All | -70.2% | -16.9% | -53.3% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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