-66.3%
CPNG vs ALHC
-33.0%
-33.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -5.4% | -5.8% | +0.4% | -4.6% |
| 30D | -11.1% | -3.3% | -7.8% | -10.7% |
| 3M | -3.0% | -37.9% | +35.0% | +2.6% |
| 6M | -23.5% | -29.5% | +6.0% | -21.8% |
| YTD | -37.8% | -35.4% | -2.4% | -35.9% |
| 1Y | -54.3% | -22.4% | -31.9% | -54.5% |
| 3Y | -20.8% | +146.3% | -167.1% | -44.7% |
| 5Y | -51.1% | -32.0% | -19.1% | -57.5% |
| All | -66.3% | -33.0% | -33.3% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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