-69.0%
CPNG vs ALC
+3.0%
-71.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.2% |
| 7D | -7.4% | -2.1% | -5.3% | -6.3% |
| 30D | -4.4% | -0.1% | -4.3% | -4.5% |
| 3M | -7.5% | +5.9% | -13.4% | -11.1% |
| 6M | -19.9% | -15.9% | -4.0% | -11.8% |
| YTD | -35.2% | -10.1% | -25.1% | -31.6% |
| 1Y | -46.8% | -10.2% | -36.6% | -44.2% |
| 3Y | -20.2% | -13.6% | -6.6% | -18.0% |
| 5Y | -48.4% | -15.1% | -33.3% | -50.2% |
| All | -69.0% | +3.0% | -71.9% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling