-69.2%
CPNG vs ALC
+8.2%
-77.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -2.5% |
| 7D | -6.8% | -1.1% | -5.7% | -6.2% |
| 30D | +5.5% | +16.0% | -10.6% | -3.1% |
| 3M | -6.8% | +0.8% | -7.6% | -7.2% |
| 6M | -4.8% | +16.8% | -21.7% | -13.9% |
| YTD | -35.6% | -5.5% | -30.1% | -34.0% |
| 1Y | -46.8% | -5.3% | -41.5% | -45.6% |
| 3Y | -0.8% | +4.1% | -4.9% | -10.8% |
| 5Y | -42.9% | -7.1% | -35.8% | -46.6% |
| All | -69.2% | +8.2% | -77.4% | -73.0% |
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