-46.0%
CPNG vs CLF
-42.8%
-3.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.1% |
| 7D | -6.8% | +10.4% | -17.1% | -8.4% |
| 30D | +5.5% | +0.6% | +4.9% | +4.4% |
| 3M | -6.8% | +4.1% | -10.9% | -8.7% |
| 6M | -4.8% | +15.1% | -19.9% | -9.1% |
| YTD | -35.6% | -4.7% | -30.9% | -37.3% |
| 1Y | -46.8% | +20.4% | -67.1% | -50.5% |
| 3Y | -0.8% | -23.4% | +22.6% | -5.9% |
| All | -46.0% | -42.8% | -3.2% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling