-70.2%
CPNG vs ALC
-2.8%
-67.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +1.0% |
| 7D | -5.4% | -7.7% | +2.3% | -1.0% |
| 30D | -11.1% | -11.7% | +0.6% | -4.5% |
| 3M | -3.0% | +0.7% | -3.6% | -4.1% |
| 6M | -23.5% | -17.1% | -6.4% | -15.0% |
| YTD | -37.8% | -15.1% | -22.7% | -32.1% |
| 1Y | -54.3% | -14.1% | -40.2% | -50.8% |
| 3Y | -20.8% | -18.2% | -2.6% | -16.1% |
| 5Y | -51.1% | -19.2% | -31.9% | -51.2% |
| All | -70.2% | -2.8% | -67.4% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling