-69.0%
CPNG vs ALB
-35.2%
-33.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.1% |
| 7D | -6.9% | -3.6% | -3.3% | -6.1% |
| 30D | +1.1% | -2.9% | +4.0% | +1.7% |
| 3M | -6.3% | -25.8% | +19.5% | +0.4% |
| 6M | -3.8% | -53.6% | +49.7% | +15.1% |
| YTD | -35.2% | -32.4% | -2.8% | -30.7% |
| 1Y | -47.0% | -13.0% | -33.9% | -47.0% |
| 3Y | -0.2% | -15.0% | +14.8% | -9.2% |
| 5Y | -42.5% | -63.5% | +21.0% | -36.3% |
| All | -69.0% | -35.2% | -33.7% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling