-69.0%
CPNG vs CLF
-23.3%
-45.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.7% |
| 7D | -7.4% | +7.6% | -15.0% | -8.6% |
| 30D | -4.4% | -1.2% | -3.3% | -4.5% |
| 3M | -7.5% | -13.4% | +5.9% | -6.0% |
| 6M | -19.9% | +15.4% | -35.4% | -22.8% |
| YTD | -35.2% | -5.9% | -29.3% | -35.9% |
| 1Y | -46.8% | +18.8% | -65.6% | -50.2% |
| 3Y | -20.2% | -19.4% | -0.7% | -24.4% |
| 5Y | -48.4% | -47.7% | -0.7% | -49.8% |
| All | -69.0% | -23.3% | -45.6% | -70.7% |
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 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