-69.3%
CPNG vs CLBK
+44.7%
-114.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -1.1% | -1.5% | +0.3% | -0.9% |
| 30D | -7.4% | -1.0% | -6.3% | -7.2% |
| 3M | -12.3% | +22.9% | -35.3% | -15.7% |
| 6M | -19.4% | +44.2% | -63.7% | -24.7% |
| YTD | -35.9% | +64.0% | -99.9% | -41.4% |
| 1Y | -53.4% | +65.7% | -119.1% | -57.6% |
| 3Y | -20.0% | +54.1% | -74.1% | -27.7% |
| 5Y | -49.6% | +44.7% | -94.3% | -53.2% |
| All | -69.3% | +44.7% | -114.0% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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