-44.2%
CPNG vs ALK
-3.2%
-41.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -6.2% | +2.6% | -8.8% | -7.0% |
| 30D | +4.6% | +7.8% | -3.2% | +2.1% |
| 3M | -3.1% | -15.2% | +12.1% | +0.5% |
| 6M | -0.9% | +5.0% | -5.9% | -2.7% |
| YTD | -32.2% | -18.4% | -13.8% | -32.1% |
| 1Y | -44.2% | -2.4% | -41.8% | -46.5% |
| All | -44.2% | -3.2% | -41.0% | -46.5% |
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