+8.2%
CPNG vs ALK
+21.9%
-13.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | -0.9% |
| 7D | +11.7% | +8.9% | +2.8% | +9.4% |
| 30D | +3.8% | +5.9% | -2.2% | +2.2% |
| 3M | +1.2% | -16.5% | +17.7% | +4.9% |
| 6M | -3.3% | +2.1% | -5.4% | -4.4% |
| YTD | -30.4% | -17.1% | -13.3% | -29.1% |
| 1Y | -43.1% | -2.9% | -40.3% | -44.1% |
| 3Y | +8.2% | +24.5% | -16.2% | -3.7% |
| All | +8.2% | +21.9% | -13.7% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling