+3,682.3%
CLS vs CPNG
-52.6%
+3,734.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +20.1% | -7.6% | +27.7% | +22.4% |
| 30D | +6.0% | -8.8% | +14.9% | +8.2% |
| 3M | -10.3% | -7.2% | -3.1% | -9.6% |
| 6M | +24.5% | -21.5% | +46.0% | +30.6% |
| YTD | +12.9% | -37.4% | +50.3% | +25.0% |
| 1Y | +36.7% | -54.3% | +91.0% | +64.3% |
| 3Y | +1,328.1% | -20.3% | +1,348.4% | +1,380.6% |
| 5Y | +3,682.3% | -51.2% | +3,733.5% | +3,781.1% |
| All | +3,682.3% | -52.6% | +3,734.9% | +3,781.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling