-17.4%
CPNG vs CL
+31.1%
-48.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.4% |
| 7D | -7.4% | -2.2% | -5.3% | -7.5% |
| 30D | -4.4% | -4.8% | +0.4% | -4.5% |
| 3M | -7.5% | +4.9% | -12.4% | -7.6% |
| 6M | -19.9% | -5.7% | -14.2% | -20.3% |
| YTD | -35.2% | +14.4% | -49.6% | -35.2% |
| 1Y | -46.8% | +8.7% | -55.5% | -46.6% |
| All | -17.4% | +31.1% | -48.5% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling