-70.2%
CPNG vs ECL
+33.2%
-103.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.4% | -2.6% | -2.8% | -3.9% |
| 30D | -11.1% | -4.6% | -6.5% | -8.5% |
| 3M | -3.0% | +6.0% | -8.9% | -6.8% |
| 6M | -23.5% | -3.0% | -20.6% | -22.6% |
| YTD | -37.8% | +4.0% | -41.8% | -40.1% |
| 1Y | -54.3% | +2.0% | -56.3% | -55.7% |
| 3Y | -20.8% | +53.9% | -74.7% | -44.2% |
| 5Y | -51.1% | +27.1% | -78.2% | -65.4% |
| All | -70.2% | +33.2% | -103.4% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling