-67.5%
CPNG vs ALK
-38.6%
-28.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -6.2% | +2.6% | -8.8% | -7.1% |
| 30D | +4.6% | +7.8% | -3.2% | +1.8% |
| 3M | -3.1% | -15.2% | +12.1% | +2.1% |
| 6M | -0.9% | +5.0% | -5.9% | -3.7% |
| YTD | -32.2% | -18.4% | -13.8% | -29.6% |
| 1Y | -44.2% | -2.4% | -41.8% | -46.0% |
| 3Y | +4.4% | +19.8% | -15.4% | -19.3% |
| 5Y | -45.2% | -27.8% | -17.4% | -48.1% |
| All | -67.5% | -38.6% | -28.9% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling