-52.8%
CPNG vs CL
+30.0%
-82.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.4% |
| 3M | -2.4% | +3.3% | -5.7% | -2.8% |
| 6M | -22.3% | -4.4% | -18.0% | -22.2% |
| YTD | -37.2% | +13.9% | -51.1% | -38.2% |
| 1Y | -53.0% | +7.6% | -60.6% | -53.4% |
| 3Y | -20.0% | +29.6% | -49.6% | -23.9% |
| 5Y | -52.8% | +28.1% | -80.8% | -57.0% |
| All | -52.8% | +30.0% | -82.8% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling