-46.8%
CPNG vs ALK
-33.1%
-13.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.8% |
| 7D | -7.4% | -0.7% | -6.8% | -7.3% |
| 30D | -4.4% | -19.2% | +14.8% | +0.1% |
| 3M | -7.5% | -1.5% | -6.0% | -7.7% |
| 6M | -19.9% | -13.1% | -6.9% | -20.2% |
| YTD | -35.2% | -16.4% | -18.8% | -34.9% |
| 1Y | -46.8% | -33.1% | -13.7% | -44.5% |
| All | -46.8% | -33.1% | -13.7% | -44.5% |
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