-17.4%
CPNG vs LBRT
+21.3%
-38.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | -7.4% | +8.7% | -16.2% | -7.9% |
| 30D | -4.4% | +6.6% | -11.0% | -4.9% |
| 3M | -7.5% | -34.5% | +27.0% | -5.1% |
| 6M | -19.9% | -24.5% | +4.5% | -19.1% |
| YTD | -35.2% | +12.7% | -47.9% | -37.1% |
| 1Y | -46.8% | +94.8% | -141.6% | -51.7% |
| All | -17.4% | +21.3% | -38.8% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling