-0.1%
CPNG vs ALM
+836.8%
-836.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.5% | +2.1% | -3.9% |
| 7D | -6.9% | -4.0% | -2.9% | -6.6% |
| 30D | +1.1% | -30.5% | +31.6% | +3.6% |
| 3M | -6.3% | -46.9% | +40.6% | -2.7% |
| 6M | -3.8% | -65.5% | +61.7% | +2.1% |
| YTD | -35.2% | -13.4% | -21.8% | -34.8% |
| 1Y | -47.0% | +9.8% | -56.7% | -47.4% |
| All | -0.1% | +836.8% | -836.9% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling