-69.2%
CPNG vs ECL
+52.1%
-121.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.6% |
| 7D | -6.8% | +2.9% | -9.6% | -8.4% |
| 30D | +5.5% | +7.5% | -2.0% | +1.1% |
| 3M | -6.8% | +12.2% | -19.0% | -13.0% |
| 6M | -4.8% | +24.6% | -29.4% | -17.1% |
| YTD | -35.6% | +18.8% | -54.4% | -42.7% |
| 1Y | -46.8% | +19.3% | -66.1% | -52.9% |
| 3Y | -0.8% | +78.2% | -79.0% | -36.1% |
| 5Y | -42.9% | +38.8% | -81.7% | -62.1% |
| All | -69.2% | +52.1% | -121.2% | -80.7% |
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