-46.9%
CPNG vs ALC
+4.2%
-51.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.8% | +5.1% | +8.6% |
| 7D | +20.8% | +10.7% | +10.1% | +15.4% |
| 30D | +20.1% | +20.2% | -0.1% | +10.7% |
| 3M | +1.6% | +8.9% | -7.3% | -2.3% |
| 6M | -15.8% | +5.7% | -21.6% | -16.6% |
| YTD | -27.7% | -1.4% | -26.3% | -27.7% |
| 1Y | -46.9% | +4.7% | -51.6% | -48.4% |
| All | -46.9% | +4.2% | -51.1% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling