-69.2%
CPNG vs ALB
-36.1%
-33.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -6.8% | -5.8% | -1.0% | -5.4% |
| 30D | +5.5% | -4.5% | +10.0% | +6.6% |
| 3M | -6.8% | -28.1% | +21.3% | +0.7% |
| 6M | -4.8% | -53.2% | +48.4% | +13.7% |
| YTD | -35.6% | -33.3% | -2.3% | -30.9% |
| 1Y | -46.8% | -17.4% | -29.3% | -46.1% |
| 3Y | -0.8% | -14.1% | +13.4% | -10.2% |
| 5Y | -42.9% | -64.0% | +21.2% | -36.5% |
| All | -69.2% | -36.1% | -33.0% | -69.6% |
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