-69.9%
CPNG vs CL
+33.3%
-103.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | -6.3% | -1.4% | -4.9% | -6.2% |
| 30D | -8.7% | -5.2% | -3.5% | -8.6% |
| 3M | -2.4% | +3.3% | -5.7% | -2.7% |
| 6M | -22.3% | -4.4% | -18.0% | -22.3% |
| YTD | -37.2% | +13.9% | -51.1% | -37.8% |
| 1Y | -53.0% | +7.6% | -60.6% | -53.2% |
| 3Y | -20.0% | +29.6% | -49.6% | -21.9% |
| 5Y | -52.8% | +28.1% | -80.8% | -54.2% |
| All | -69.9% | +33.3% | -103.2% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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