-2.5%
CPNG vs CL
+38.3%
-40.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | +13.4% | +1.3% | +12.0% | +13.3% |
| 30D | +10.0% | +11.4% | -1.4% | +10.1% |
| 3M | -0.4% | +4.4% | -4.8% | -0.4% |
| 6M | -8.9% | +10.8% | -19.7% | -8.8% |
| YTD | -30.9% | +25.1% | -56.1% | -30.8% |
| 1Y | -43.8% | +28.0% | -71.8% | -43.8% |
| 3Y | -2.5% | +37.6% | -40.1% | +6.3% |
| All | -2.5% | +38.3% | -40.7% | +6.3% |
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