-69.0%
CPNG vs ALM
+739.7%
-808.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -7.4% | -2.6% | -4.8% | -7.3% |
| 30D | -4.4% | +32.0% | -36.4% | -6.0% |
| 3M | -7.5% | -15.0% | +7.5% | -7.3% |
| 6M | -19.9% | -10.1% | -9.8% | -20.4% |
| YTD | -35.2% | +99.4% | -134.6% | -37.6% |
| 1Y | -46.8% | +316.4% | -363.1% | -50.3% |
| 3Y | -20.2% | +2,022.0% | -2,042.1% | -29.9% |
| 5Y | -48.4% | +941.2% | -989.6% | -54.8% |
| All | -69.0% | +739.7% | -808.6% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling