-51.1%
CPNG vs CLX
-37.2%
-13.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -5.4% | -5.9% | +0.4% | -4.7% |
| 30D | -11.1% | -17.0% | +5.9% | -9.0% |
| 3M | -3.0% | -9.6% | +6.6% | -1.8% |
| 6M | -23.5% | -21.5% | -2.0% | -20.7% |
| YTD | -37.8% | -8.8% | -29.0% | -37.2% |
| 1Y | -54.3% | -24.7% | -29.7% | -52.4% |
| 3Y | -20.8% | -35.6% | +14.8% | -16.1% |
| 5Y | -51.1% | -37.6% | -13.4% | -53.8% |
| All | -51.1% | -37.2% | -13.9% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling