-45.2%
CPNG vs ALB
-61.7%
+16.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.4% |
| 7D | -6.2% | +1.1% | -7.3% | -6.6% |
| 30D | +4.6% | -2.6% | +7.2% | +5.2% |
| 3M | -3.1% | -25.6% | +22.5% | +4.0% |
| 6M | -0.9% | -54.0% | +53.2% | +19.9% |
| YTD | -32.2% | -31.6% | -0.6% | -27.6% |
| 1Y | -44.2% | -6.6% | -37.6% | -45.4% |
| 3Y | +4.4% | -14.0% | +18.4% | -6.4% |
| 5Y | -45.2% | -62.5% | +17.3% | -43.8% |
| All | -45.2% | -61.7% | +16.5% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling