-21.9%
CPNG vs CRL
+38.7%
-60.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | -7.6% | -4.6% | -3.0% | -6.7% |
| 30D | -8.8% | +0.5% | -9.3% | -8.9% |
| 3M | -7.2% | +46.6% | -53.8% | -14.8% |
| 6M | -21.5% | +57.3% | -78.8% | -29.4% |
| YTD | -37.4% | +39.5% | -77.0% | -42.2% |
| 1Y | -54.3% | +76.9% | -131.2% | -59.9% |
| All | -21.9% | +38.7% | -60.6% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling