-70.0%
CPNG vs ALLE
+40.3%
-110.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.9% |
| 7D | -7.6% | -2.2% | -5.4% | -6.7% |
| 30D | -8.8% | -8.3% | -0.5% | -5.3% |
| 3M | -7.2% | +16.3% | -23.5% | -13.8% |
| 6M | -21.5% | +1.8% | -23.3% | -22.9% |
| YTD | -37.4% | -3.9% | -33.5% | -37.5% |
| 1Y | -54.3% | -10.0% | -44.3% | -53.0% |
| 3Y | -20.3% | +45.8% | -66.1% | -39.2% |
| 5Y | -51.2% | +13.3% | -64.5% | -66.7% |
| All | -70.0% | +40.3% | -110.3% | -70.5% |
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