-51.2%
CPNG vs ECL
+25.4%
-76.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.0% |
| 7D | -7.6% | -2.7% | -4.8% | -5.9% |
| 30D | -8.8% | -4.3% | -4.5% | -6.2% |
| 3M | -7.2% | +3.2% | -10.4% | -9.4% |
| 6M | -21.5% | -2.9% | -18.6% | -20.6% |
| YTD | -37.4% | +4.3% | -41.7% | -39.9% |
| 1Y | -54.3% | +1.6% | -56.0% | -55.7% |
| 3Y | -20.3% | +54.3% | -74.6% | -44.9% |
| 5Y | -51.2% | +26.5% | -77.7% | -66.6% |
| All | -51.2% | +25.4% | -76.6% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling