-46.8%
CPNG vs ECL
+3.0%
-49.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -7.4% | -2.6% | -4.8% | -6.7% |
| 30D | -4.4% | -2.2% | -2.3% | -3.8% |
| 3M | -7.5% | +10.1% | -17.6% | -10.4% |
| 6M | -19.9% | -5.7% | -14.2% | -21.1% |
| YTD | -35.2% | +7.0% | -42.1% | -37.1% |
| 1Y | -46.8% | +2.7% | -49.4% | -48.2% |
| All | -46.8% | +3.0% | -49.8% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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