-53.4%
CPNG vs CLBK
+68.0%
-121.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -1.1% | -1.5% | +0.3% | -1.0% |
| 30D | -7.4% | -1.0% | -6.3% | -7.3% |
| 3M | -12.3% | +22.9% | -35.3% | -14.0% |
| 6M | -19.4% | +44.2% | -63.7% | -22.5% |
| YTD | -35.9% | +64.0% | -99.9% | -37.5% |
| 1Y | -53.4% | +65.7% | -119.1% | -55.0% |
| All | -53.4% | +68.0% | -121.4% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling