+41.1%
CLS vs CPNG
-45.9%
+87.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | +4.6% | -7.4% | +12.0% | +6.8% |
| 30D | -13.9% | -4.4% | -9.5% | -13.2% |
| 3M | -26.6% | -7.5% | -19.1% | -25.8% |
| 6M | +15.4% | -19.9% | +35.4% | +21.3% |
| YTD | +5.7% | -35.2% | +40.8% | +25.2% |
| 1Y | +41.1% | -46.8% | +87.9% | +90.5% |
| All | +41.1% | -45.9% | +87.0% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling