-46.9%
CPNG vs ALLY
+4.2%
-51.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.8% | +8.2% | +10.4% |
| 7D | +20.8% | +2.4% | +18.5% | +19.7% |
| 30D | +20.1% | +5.6% | +14.5% | +17.5% |
| 3M | +1.6% | -11.7% | +13.3% | +6.1% |
| 6M | -15.8% | -7.0% | -8.8% | -14.1% |
| YTD | -27.7% | -10.4% | -17.3% | -24.9% |
| 1Y | -46.9% | +2.4% | -49.3% | -48.1% |
| All | -46.9% | +4.2% | -51.2% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling