-69.0%
CPNG vs ECL
+37.0%
-105.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -7.4% | -2.6% | -4.8% | -5.9% |
| 30D | -4.4% | -2.2% | -2.3% | -3.1% |
| 3M | -7.5% | +10.1% | -17.6% | -13.2% |
| 6M | -19.9% | -5.7% | -14.2% | -17.6% |
| YTD | -35.2% | +7.0% | -42.1% | -38.6% |
| 1Y | -46.8% | +2.7% | -49.4% | -48.5% |
| 3Y | -20.2% | +57.7% | -77.9% | -44.5% |
| 5Y | -48.4% | +31.1% | -79.6% | -64.2% |
| All | -69.0% | +37.0% | -105.9% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling