-20.0%
CPNG vs ALB
-27.5%
+7.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.6% |
| 7D | -6.3% | -4.4% | -1.9% | -5.6% |
| 30D | -8.7% | -1.2% | -7.6% | -8.7% |
| 3M | -2.4% | -13.3% | +10.9% | -0.3% |
| 6M | -22.3% | -19.8% | -2.6% | -20.3% |
| YTD | -37.2% | -7.9% | -29.3% | -37.4% |
| 1Y | -53.0% | +60.2% | -113.1% | -57.7% |
| 3Y | -20.0% | -26.4% | +6.4% | -21.2% |
| All | -20.0% | -27.5% | +7.4% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling