-65.1%
CPNG vs ALHC
-61.4%
-3.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -6.8% | +0.3% | -7.0% | -6.8% |
| 30D | +5.5% | -10.6% | +16.1% | +7.0% |
| 3M | -6.8% | -45.3% | +38.6% | +0.4% |
| 6M | -4.8% | -59.7% | +54.9% | +4.9% |
| YTD | -35.6% | -62.7% | +27.1% | -29.1% |
| 1Y | -46.8% | -56.1% | +9.4% | -43.0% |
| 3Y | -0.8% | +21.3% | -22.0% | -21.2% |
| 5Y | -42.9% | -66.0% | +23.1% | -45.6% |
| All | -65.1% | -61.4% | -3.7% | -70.4% |
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