-69.0%
CPNG vs LBRT
+50.7%
-119.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -7.4% | +8.7% | -16.2% | -8.2% |
| 30D | -4.4% | +6.6% | -11.0% | -5.1% |
| 3M | -7.5% | -34.5% | +27.0% | -4.3% |
| 6M | -19.9% | -24.5% | +4.5% | -18.8% |
| YTD | -35.2% | +12.7% | -47.9% | -37.2% |
| 1Y | -46.8% | +94.8% | -141.6% | -52.1% |
| 3Y | -20.2% | +31.9% | -52.0% | -26.9% |
| 5Y | -48.4% | +111.8% | -160.3% | -53.0% |
| All | -69.0% | +50.7% | -119.7% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling