-51.2%
CPNG vs ALC
-17.4%
-33.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | -7.6% | -5.3% | -2.3% | -4.5% |
| 30D | -8.8% | -7.1% | -1.8% | -4.6% |
| 3M | -7.2% | +0.8% | -8.0% | -8.3% |
| 6M | -21.5% | -16.0% | -5.5% | -12.9% |
| YTD | -37.4% | -12.7% | -24.7% | -32.5% |
| 1Y | -54.3% | -12.8% | -41.5% | -51.1% |
| 3Y | -20.3% | -15.8% | -4.5% | -17.2% |
| 5Y | -51.2% | -16.7% | -34.6% | -52.5% |
| All | -51.2% | -17.4% | -33.8% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling