-69.0%
CPNG vs ALLE
+76.4%
-145.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.1% |
| 7D | -6.9% | +1.6% | -8.4% | -7.5% |
| 30D | +1.1% | +24.1% | -23.0% | -7.9% |
| 3M | -6.3% | +14.8% | -21.1% | -11.9% |
| 6M | -3.8% | +45.9% | -49.7% | -19.2% |
| YTD | -35.2% | +20.7% | -55.9% | -41.5% |
| 1Y | -47.0% | +14.2% | -61.1% | -50.8% |
| 3Y | -0.2% | +90.7% | -90.9% | -32.7% |
| 5Y | -42.5% | +50.6% | -93.0% | -63.1% |
| All | -69.0% | +76.4% | -145.4% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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