-69.0%
CPNG vs LBRT
-5.4%
-63.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | -6.9% | +13.8% | -20.7% | -7.9% |
| 30D | +1.1% | -32.4% | +33.5% | +4.0% |
| 3M | -6.3% | -39.9% | +33.6% | -2.9% |
| 6M | -3.8% | -60.8% | +57.0% | +3.2% |
| YTD | -35.2% | -29.3% | -5.9% | -35.1% |
| 1Y | -47.0% | -18.9% | -28.1% | -47.8% |
| 3Y | -0.2% | -28.0% | +27.8% | -3.8% |
| 5Y | -42.5% | +26.6% | -69.1% | -46.1% |
| All | -69.0% | -5.4% | -63.5% | -71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling