-54.0%
CPNG vs CLF
+11.1%
-65.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -7.6% | -2.7% | -4.9% | -7.3% |
| 30D | -8.8% | -3.2% | -5.6% | -8.6% |
| 3M | -7.2% | -5.0% | -2.3% | -6.8% |
| 6M | -21.5% | +26.6% | -48.1% | -24.2% |
| YTD | -37.4% | -9.0% | -28.5% | -38.1% |
| All | -54.0% | +11.1% | -65.2% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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