-69.0%
CPNG vs ALLY
+14.5%
-83.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -7.4% | +3.7% | -11.1% | -8.8% |
| 30D | -4.4% | -2.3% | -2.2% | -3.7% |
| 3M | -7.5% | +3.8% | -11.3% | -8.9% |
| 6M | -19.9% | +9.7% | -29.7% | -23.3% |
| YTD | -35.2% | -1.4% | -33.8% | -35.3% |
| 1Y | -46.8% | +8.2% | -55.0% | -49.1% |
| 3Y | -20.2% | +66.5% | -86.6% | -40.8% |
| 5Y | -48.4% | +1.2% | -49.6% | -55.9% |
| All | -69.0% | +14.5% | -83.4% | -72.5% |
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