-21.9%
CPNG vs ECL
+54.1%
-76.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | -7.6% | -2.7% | -4.8% | -6.6% |
| 30D | -8.8% | -4.3% | -4.5% | -7.3% |
| 3M | -7.2% | +3.2% | -10.4% | -8.6% |
| 6M | -21.5% | -2.9% | -18.6% | -21.2% |
| YTD | -37.4% | +4.3% | -41.7% | -38.9% |
| 1Y | -54.3% | +1.6% | -56.0% | -55.1% |
| All | -21.9% | +54.1% | -76.0% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling