-69.0%
CPNG vs LDOS
+50.9%
-119.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -7.4% | -5.4% | -2.0% | -6.5% |
| 30D | -4.4% | +4.9% | -9.3% | -5.3% |
| 3M | -7.5% | +7.2% | -14.7% | -8.9% |
| 6M | -19.9% | -24.2% | +4.3% | -16.4% |
| YTD | -35.2% | -25.8% | -9.4% | -32.1% |
| 1Y | -46.8% | -24.7% | -22.1% | -44.3% |
| 3Y | -20.2% | +39.3% | -59.4% | -26.7% |
| 5Y | -48.4% | +43.3% | -91.7% | -54.5% |
| All | -69.0% | +50.9% | -119.9% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 all: compounded portfolio wealth divided by compounded LDOS 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…
all analysis · Full analysis span regression · 6 months rolling