-20.0%
CPNG vs CLF
-14.9%
-5.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.5% | -3.0% |
| 7D | -6.3% | +6.5% | -12.8% | -6.9% |
| 30D | -8.7% | +0.2% | -9.0% | -8.9% |
| 3M | -2.4% | -3.1% | +0.6% | -2.5% |
| 6M | -22.3% | +25.0% | -47.4% | -24.6% |
| YTD | -37.2% | -7.5% | -29.8% | -37.6% |
| 1Y | -53.0% | +11.5% | -64.5% | -54.4% |
| 3Y | -20.0% | -13.7% | -6.3% | -27.7% |
| All | -20.0% | -14.9% | -5.1% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling