-45.3%
CPNG vs LII
+19.4%
-64.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +7.2% | +0.4% | +6.8% | +7.2% |
| 30D | +3.2% | -2.4% | +5.6% | +3.9% |
| 3M | +0.9% | -17.5% | +18.4% | +9.1% |
| 6M | -3.8% | -32.8% | +29.0% | +11.4% |
| YTD | -30.8% | -27.7% | -3.1% | -24.2% |
| 1Y | -43.5% | -28.1% | -15.5% | -38.1% |
| 3Y | +6.6% | -9.7% | +16.3% | -8.9% |
| 5Y | -45.3% | +19.5% | -64.8% | -70.1% |
| All | -45.3% | +19.4% | -64.7% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling