-21.9%
CPNG vs ALC
-16.2%
-5.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -7.6% | -5.3% | -2.3% | -5.5% |
| 30D | -8.8% | -7.1% | -1.8% | -6.0% |
| 3M | -7.2% | +0.8% | -8.0% | -7.8% |
| 6M | -21.5% | -16.0% | -5.5% | -15.9% |
| YTD | -37.4% | -12.7% | -24.7% | -34.0% |
| 1Y | -54.3% | -12.8% | -41.5% | -52.0% |
| All | -21.9% | -16.2% | -5.7% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling