+2,826.6%
CLS vs CPNG
-75.9%
+2,902.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +5.6% |
| 7D | +23.5% | -6.9% | +30.4% | +25.4% |
| 30D | -28.9% | +1.1% | -30.1% | -29.4% |
| 3M | -25.2% | -6.3% | -18.9% | -24.7% |
| 6M | -32.1% | -3.8% | -28.3% | -32.4% |
| YTD | -14.1% | -35.2% | +21.1% | -7.0% |
| 1Y | -24.1% | -47.0% | +22.9% | -13.8% |
| 3Y | +897.0% | -0.2% | +897.2% | +886.3% |
| 5Y | +2,089.9% | -42.5% | +2,132.4% | +2,081.8% |
| All | +2,826.6% | -75.9% | +2,902.5% | +2,824.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling