-69.9%
CPNG vs LBRT
+56.6%
-126.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.1% | -3.5% |
| 7D | -6.3% | +6.9% | -13.2% | -6.8% |
| 30D | -8.7% | +7.8% | -16.5% | -9.5% |
| 3M | -2.4% | -25.3% | +22.8% | -0.5% |
| 6M | -22.3% | -19.6% | -2.8% | -21.7% |
| YTD | -37.2% | +17.2% | -54.4% | -39.4% |
| 1Y | -53.0% | +114.1% | -167.1% | -58.1% |
| 3Y | -20.0% | +27.0% | -47.0% | -26.4% |
| 5Y | -52.8% | +128.3% | -181.1% | -57.0% |
| All | -69.9% | +56.6% | -126.6% | -73.0% |
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