-66.8%
CPNG vs ALLY
-0.5%
-66.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +7.2% | -0.7% | +7.9% | +7.7% |
| 30D | +3.2% | +1.1% | +2.1% | +2.8% |
| 3M | +0.9% | -13.2% | +14.0% | +6.7% |
| 6M | -3.8% | -13.5% | +9.6% | +1.9% |
| YTD | -30.8% | -14.3% | -16.5% | -26.8% |
| 1Y | -43.5% | -1.1% | -42.4% | -43.8% |
| 3Y | +6.6% | +62.0% | -55.4% | -20.6% |
| 5Y | -45.3% | -9.6% | -35.7% | -50.5% |
| All | -66.8% | -0.5% | -66.4% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling