-52.8%
CPNG vs ALK
-28.9%
-23.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.0% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -8.7% | -18.5% | +9.7% | -2.0% |
| 3M | -2.4% | -3.6% | +1.1% | -1.8% |
| 6M | -22.3% | -3.7% | -18.7% | -23.0% |
| YTD | -37.2% | -19.0% | -18.2% | -34.3% |
| 1Y | -53.0% | -36.0% | -17.0% | -46.6% |
| 3Y | -20.0% | +2.3% | -22.4% | -34.3% |
| 5Y | -52.8% | -27.8% | -25.0% | -55.5% |
| All | -52.8% | -28.9% | -23.9% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling