-54.3%
CPNG vs ALM
+279.2%
-333.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | +0.3% |
| 7D | -5.4% | -7.1% | +1.7% | -4.8% |
| 30D | -11.1% | +24.7% | -35.8% | -13.6% |
| 3M | -3.0% | +8.3% | -11.3% | -4.9% |
| 6M | -23.5% | -22.2% | -1.3% | -23.8% |
| YTD | -37.8% | +88.1% | -125.9% | -41.5% |
| 1Y | -54.3% | +272.4% | -326.7% | -60.0% |
| All | -54.3% | +279.2% | -333.5% | -60.0% |
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