-54.3%
CPNG vs ALK
-36.6%
-17.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -7.6% | -3.0% | -4.6% | -6.9% |
| 30D | -8.8% | -14.6% | +5.8% | -5.6% |
| 3M | -7.2% | -10.6% | +3.3% | -5.7% |
| 6M | -21.5% | -6.7% | -14.8% | -21.8% |
| YTD | -37.4% | -19.8% | -17.7% | -36.7% |
| 1Y | -54.3% | -35.2% | -19.1% | -55.1% |
| All | -54.3% | -36.6% | -17.8% | -55.1% |
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