+2,668.9%
CLS vs CPNG
-76.1%
+2,745.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | +16.3% | -6.8% | +23.0% | +18.0% |
| 30D | -25.7% | +5.5% | -31.2% | -27.0% |
| 3M | -30.9% | -6.8% | -24.1% | -30.3% |
| 6M | -35.5% | -4.8% | -30.7% | -35.7% |
| YTD | -18.7% | -35.6% | +16.9% | -11.9% |
| 1Y | -17.9% | -46.8% | +28.9% | -6.9% |
| 3Y | +838.1% | -0.8% | +838.9% | +829.4% |
| 5Y | +1,971.9% | -42.9% | +2,014.7% | +1,967.4% |
| All | +2,668.9% | -76.1% | +2,745.0% | +2,671.2% |
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