-69.0%
CPNG vs CRL
+3.0%
-72.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.9% |
| 7D | -7.4% | -1.0% | -6.4% | -7.1% |
| 30D | -4.4% | +10.7% | -15.1% | -7.7% |
| 3M | -7.5% | +55.3% | -62.8% | -21.5% |
| 6M | -19.9% | +60.7% | -80.6% | -33.8% |
| YTD | -35.2% | +44.6% | -79.8% | -44.2% |
| 1Y | -46.8% | +77.7% | -124.5% | -58.0% |
| 3Y | -20.2% | +37.6% | -57.8% | -36.4% |
| 5Y | -48.4% | -35.8% | -12.6% | -47.4% |
| All | -69.0% | +3.0% | -72.0% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling