-67.5%
CPNG vs CLF
-19.4%
-48.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.4% |
| 7D | -6.2% | +2.3% | -8.6% | -6.7% |
| 30D | +4.6% | +1.9% | +2.7% | +3.5% |
| 3M | -3.1% | +5.9% | -9.0% | -5.1% |
| 6M | -0.9% | +16.9% | -17.8% | -5.1% |
| YTD | -32.2% | -1.1% | -31.2% | -34.2% |
| 1Y | -44.2% | +28.8% | -73.0% | -48.2% |
| 3Y | +4.4% | -20.6% | +25.0% | -1.2% |
| 5Y | -45.2% | -41.5% | -3.7% | -47.6% |
| All | -67.5% | -19.4% | -48.1% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling