-69.3%
CPNG vs CLX
-43.8%
-25.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.2% |
| 7D | -1.1% | -5.7% | +4.6% | -0.6% |
| 30D | -7.4% | -17.0% | +9.7% | -5.8% |
| 3M | -12.3% | -9.7% | -2.7% | -11.6% |
| 6M | -19.4% | -19.8% | +0.4% | -17.4% |
| YTD | -35.9% | -9.8% | -26.1% | -35.3% |
| 1Y | -53.4% | -26.2% | -27.2% | -51.8% |
| 3Y | -20.0% | -36.2% | +16.2% | -16.5% |
| 5Y | -49.6% | -38.3% | -11.2% | -50.9% |
| All | -69.3% | -43.8% | -25.5% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling