-69.9%
CPNG vs LEN
-1.6%
-68.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -1.7% |
| 7D | -6.3% | -2.9% | -3.4% | -5.2% |
| 30D | -8.7% | -8.9% | +0.1% | -5.5% |
| 3M | -2.4% | -10.9% | +8.5% | +1.5% |
| 6M | -22.3% | -19.7% | -2.7% | -16.3% |
| YTD | -37.2% | -20.6% | -16.6% | -32.8% |
| 1Y | -53.0% | -42.4% | -10.6% | -42.9% |
| 3Y | -20.0% | -26.5% | +6.5% | -18.6% |
| 5Y | -52.8% | -10.9% | -41.8% | -62.2% |
| All | -69.9% | -1.6% | -68.4% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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