-46.0%
CPNG vs LBRT
+6.0%
-52.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.3% |
| 7D | +13.4% | -29.1% | +42.5% | +16.7% |
| 30D | +10.0% | -38.4% | +48.4% | +14.7% |
| 3M | -0.4% | -40.1% | +39.7% | +3.9% |
| 6M | -8.9% | -62.9% | +54.0% | -0.5% |
| YTD | -30.9% | -34.5% | +3.6% | -30.5% |
| 1Y | -43.8% | -30.2% | -13.6% | -44.1% |
| 3Y | -2.5% | -37.5% | +35.0% | -5.3% |
| All | -46.0% | +6.0% | -52.0% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling