-67.5%
CPNG vs CL
+48.6%
-116.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.2% | -0.8% | -5.4% | -6.2% |
| 30D | +4.6% | +9.5% | -4.9% | +4.3% |
| 3M | -3.1% | +6.8% | -9.9% | -3.4% |
| 6M | -0.9% | +14.3% | -15.1% | -1.5% |
| YTD | -32.2% | +27.0% | -59.2% | -33.1% |
| 1Y | -44.2% | +26.3% | -70.5% | -44.9% |
| 3Y | +4.4% | +39.3% | -34.9% | +1.9% |
| 5Y | -45.2% | +41.5% | -86.7% | -47.1% |
| All | -67.5% | +48.6% | -116.1% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling