-69.2%
CPNG vs CRL
+20.7%
-89.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.4% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | +5.5% | +11.9% | -6.4% | +0.5% |
| 3M | -6.8% | +20.2% | -26.9% | -13.6% |
| 6M | -4.8% | +107.5% | -112.4% | -28.3% |
| YTD | -35.6% | +69.4% | -105.0% | -48.2% |
| 1Y | -46.8% | +99.7% | -146.5% | -59.8% |
| 3Y | -0.8% | +98.8% | -99.6% | -34.7% |
| 5Y | -42.9% | -12.4% | -30.4% | -46.9% |
| All | -69.2% | +20.7% | -89.8% | -75.2% |
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