-54.3%
CPNG vs ALLY
+4.3%
-58.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | 0.0% |
| 7D | -7.6% | -1.9% | -5.6% | -7.0% |
| 30D | -8.8% | -4.5% | -4.4% | -7.4% |
| 3M | -7.2% | -2.8% | -4.4% | -6.5% |
| 6M | -21.5% | +10.3% | -31.9% | -23.9% |
| YTD | -37.4% | -5.7% | -31.7% | -36.5% |
| 1Y | -54.3% | +3.9% | -58.3% | -54.8% |
| All | -54.3% | +4.3% | -58.6% | -54.8% |
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