+3,646.8%
CLS vs CPNG
-76.9%
+3,723.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +5.0% | -5.4% | +10.4% | +6.3% |
| 30D | +4.8% | -11.1% | +15.9% | +7.3% |
| 3M | -10.4% | -3.0% | -7.4% | -10.7% |
| 6M | +20.8% | -23.5% | +44.3% | +27.0% |
| YTD | +10.0% | -37.8% | +47.8% | +20.9% |
| 1Y | +28.5% | -54.3% | +82.9% | +51.7% |
| 3Y | +1,292.2% | -20.8% | +1,313.0% | +1,344.3% |
| 5Y | +3,616.8% | -51.1% | +3,667.9% | +3,670.0% |
| All | +3,646.8% | -76.9% | +3,723.7% | +3,701.3% |
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