+848.2%
CLS vs CPNG
+4.2%
+843.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.1% | +10.6% | +9.2% |
| 7D | +2.8% | -6.2% | +9.0% | +5.0% |
| 30D | -30.1% | +4.6% | -34.7% | -31.4% |
| 3M | -21.7% | -3.1% | -18.6% | -21.6% |
| 6M | -36.2% | -0.9% | -35.4% | -37.4% |
| YTD | -17.8% | -32.2% | +14.4% | -7.3% |
| 1Y | -26.8% | -44.2% | +17.4% | -10.1% |
| All | +848.2% | +4.2% | +843.9% | +804.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling