+3,498.5%
CLS vs CPNG
-75.9%
+3,574.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +4.6% | -7.4% | +12.0% | +6.4% |
| 30D | -13.9% | -4.4% | -9.5% | -13.3% |
| 3M | -26.6% | -7.5% | -19.1% | -25.8% |
| 6M | +15.4% | -19.9% | +35.4% | +20.1% |
| YTD | +5.7% | -35.2% | +40.8% | +15.0% |
| 1Y | +41.1% | -46.8% | +87.9% | +60.8% |
| 3Y | +1,228.6% | -20.2% | +1,248.7% | +1,273.8% |
| 5Y | +3,240.6% | -48.4% | +3,289.1% | +3,259.1% |
| All | +3,498.5% | -75.9% | +3,574.4% | +3,517.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling