-51.2%
CPNG vs ALHC
-27.5%
-23.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | -7.6% | -4.1% | -3.5% | -7.0% |
| 30D | -8.8% | -5.4% | -3.4% | -8.2% |
| 3M | -7.2% | -32.1% | +24.9% | -3.3% |
| 6M | -21.5% | -28.5% | +7.0% | -20.0% |
| YTD | -37.4% | -34.0% | -3.4% | -35.7% |
| 1Y | -54.3% | -20.9% | -33.4% | -54.7% |
| 3Y | -20.3% | +151.5% | -171.8% | -45.4% |
| 5Y | -51.2% | -28.8% | -22.4% | -58.1% |
| All | -51.2% | -27.5% | -23.7% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling