-70.0%
CPNG vs ALLY
+9.5%
-79.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.1% |
| 7D | -7.6% | -1.9% | -5.6% | -6.9% |
| 30D | -8.8% | -4.5% | -4.4% | -7.2% |
| 3M | -7.2% | -2.8% | -4.4% | -6.2% |
| 6M | -21.5% | +10.3% | -31.9% | -25.0% |
| YTD | -37.4% | -5.7% | -31.7% | -36.4% |
| 1Y | -54.3% | +3.9% | -58.3% | -55.6% |
| 3Y | -20.3% | +64.7% | -85.0% | -40.9% |
| 5Y | -51.2% | -2.6% | -48.6% | -57.5% |
| All | -70.0% | +9.5% | -79.5% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling