-46.9%
CPNG vs ALK
-1.1%
-45.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +8.8% | +3.2% | +9.4% |
| 7D | +20.8% | +12.4% | +8.4% | +16.9% |
| 30D | +20.1% | +2.1% | +18.0% | +19.1% |
| 3M | +1.6% | -23.9% | +25.5% | +8.1% |
| 6M | -15.8% | +8.2% | -24.1% | -17.5% |
| YTD | -27.7% | -20.5% | -7.2% | -27.2% |
| 1Y | -46.9% | -1.0% | -45.9% | -49.2% |
| All | -46.9% | -1.1% | -45.8% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling