+41.0%
CLS vs CPNG
-52.8%
+93.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.5% | +5.6% |
| 7D | +10.9% | -1.1% | +12.1% | +11.3% |
| 30D | +2.1% | -7.4% | +9.4% | +4.1% |
| 3M | -10.2% | -12.3% | +2.2% | -7.4% |
| 6M | +30.4% | -19.4% | +49.8% | +36.8% |
| YTD | +17.2% | -35.9% | +53.1% | +44.3% |
| 1Y | +41.0% | -53.4% | +94.4% | +117.5% |
| All | +41.0% | -52.8% | +93.8% | +117.5% |
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