-21.9%
CPNG vs ALM
+2,150.5%
-2,172.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.1% |
| 7D | -7.6% | +3.6% | -11.2% | -7.8% |
| 30D | -8.8% | +33.8% | -42.6% | -10.7% |
| 3M | -7.2% | +14.8% | -22.0% | -8.6% |
| 6M | -21.5% | -7.0% | -14.6% | -22.3% |
| YTD | -37.4% | +108.1% | -145.5% | -40.2% |
| 1Y | -54.3% | +313.8% | -368.1% | -57.8% |
| All | -21.9% | +2,150.5% | -2,172.4% | -32.1% |
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