-70.2%
CPNG vs CRL
-2.5%
-67.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -5.4% | -6.9% | +1.5% | -3.0% |
| 30D | -11.1% | -3.2% | -7.9% | -10.1% |
| 3M | -3.0% | +46.5% | -49.5% | -16.1% |
| 6M | -23.5% | +63.1% | -86.6% | -37.1% |
| YTD | -37.8% | +36.9% | -74.7% | -45.5% |
| 1Y | -54.3% | +78.1% | -132.4% | -64.0% |
| 3Y | -20.8% | +36.7% | -57.5% | -37.5% |
| 5Y | -51.1% | -38.1% | -13.0% | -49.5% |
| All | -70.2% | -2.5% | -67.7% | -73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling