-46.8%
CPNG vs CRL
+78.8%
-125.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.1% |
| 7D | -7.4% | -1.0% | -6.4% | -7.3% |
| 30D | -4.4% | +10.7% | -15.1% | -6.3% |
| 3M | -7.5% | +55.3% | -62.8% | -16.6% |
| 6M | -19.9% | +60.7% | -80.6% | -28.7% |
| YTD | -35.2% | +44.6% | -79.8% | -40.2% |
| 1Y | -46.8% | +77.7% | -124.5% | -51.1% |
| All | -46.8% | +78.8% | -125.6% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling