-70.0%
CPNG vs LII
+36.9%
-107.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.7% |
| 7D | -7.6% | +0.5% | -8.1% | -7.8% |
| 30D | -8.8% | -11.2% | +2.4% | -4.4% |
| 3M | -7.2% | -28.8% | +21.6% | +4.5% |
| 6M | -21.5% | -26.9% | +5.4% | -13.6% |
| YTD | -37.4% | -22.2% | -15.2% | -33.5% |
| 1Y | -54.3% | -32.0% | -22.4% | -48.6% |
| 3Y | -20.3% | -0.4% | -19.9% | -32.2% |
| 5Y | -51.2% | +22.4% | -73.7% | -71.4% |
| All | -70.0% | +36.9% | -107.0% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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