-69.9%
CPNG vs CLX
-41.4%
-28.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -3.0% |
| 7D | -6.3% | -3.5% | -2.7% | -5.9% |
| 30D | -8.7% | -11.9% | +3.1% | -7.7% |
| 3M | -2.4% | -2.6% | +0.2% | -2.2% |
| 6M | -22.3% | -18.2% | -4.2% | -20.5% |
| YTD | -37.2% | -5.9% | -31.3% | -36.8% |
| 1Y | -53.0% | -23.8% | -29.1% | -51.5% |
| 3Y | -20.0% | -33.6% | +13.5% | -16.9% |
| 5Y | -52.8% | -35.7% | -17.1% | -54.2% |
| All | -69.9% | -41.4% | -28.6% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling