-46.0%
CPNG vs ALLE
+49.9%
-95.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | +13.4% | -0.6% | +13.9% | +13.8% |
| 30D | +10.0% | +25.3% | -15.3% | -1.7% |
| 3M | -0.4% | +10.3% | -10.7% | -5.3% |
| 6M | -8.9% | +38.0% | -47.0% | -23.4% |
| YTD | -30.9% | +17.8% | -48.7% | -37.9% |
| 1Y | -43.8% | +13.6% | -57.4% | -48.5% |
| 3Y | -2.5% | +89.2% | -91.7% | -39.8% |
| All | -46.0% | +49.9% | -95.9% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling