-52.8%
CPNG vs ALLY
-0.2%
-52.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -1.7% |
| 7D | -6.3% | +1.0% | -7.3% | -6.7% |
| 30D | -8.7% | -3.3% | -5.5% | -7.5% |
| 3M | -2.4% | +0.5% | -2.9% | -2.6% |
| 6M | -22.3% | +12.6% | -34.9% | -26.7% |
| YTD | -37.2% | -4.7% | -32.5% | -36.4% |
| 1Y | -53.0% | +5.2% | -58.2% | -54.7% |
| 3Y | -20.0% | +66.5% | -86.5% | -43.3% |
| 5Y | -52.8% | +0.2% | -53.0% | -58.0% |
| All | -52.8% | -0.2% | -52.5% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling