-66.7%
CPNG vs ALLE
+76.8%
-143.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.4% |
| 7D | +11.7% | -0.6% | +12.3% | +12.1% |
| 30D | +3.8% | +26.6% | -22.8% | -6.3% |
| 3M | +1.2% | +13.2% | -12.0% | -4.3% |
| 6M | -3.3% | +42.9% | -46.2% | -18.0% |
| YTD | -30.4% | +21.0% | -51.4% | -37.2% |
| 1Y | -43.1% | +15.2% | -58.3% | -47.5% |
| 3Y | +8.2% | +95.6% | -87.4% | -28.1% |
| 5Y | -44.7% | +53.4% | -98.1% | -64.3% |
| All | -66.7% | +76.8% | -143.5% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling