-46.9%
CPNG vs ALM
+44.8%
-91.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.8% | +11.8% |
| 7D | +20.8% | -6.4% | +27.2% | +21.6% |
| 30D | +20.1% | -35.0% | +55.1% | +25.4% |
| 3M | +1.6% | -33.8% | +35.4% | +4.8% |
| 6M | -15.8% | -55.0% | +39.2% | -10.4% |
| YTD | -27.7% | -0.2% | -27.5% | -28.2% |
| 1Y | -46.9% | +41.8% | -88.7% | -50.4% |
| All | -46.9% | +44.8% | -91.7% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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