-66.8%
CPNG vs LII
+27.3%
-94.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +0.9% | -17.5% | +18.4% | +8.5% |
| 6M | -3.8% | -32.8% | +29.0% | +10.2% |
| YTD | -30.8% | -27.7% | -3.1% | -24.6% |
| 1Y | -43.5% | -28.1% | -15.5% | -38.4% |
| 3Y | +6.6% | -9.7% | +16.3% | -5.2% |
| 5Y | -45.3% | +19.5% | -64.8% | -66.8% |
| All | -66.8% | +27.3% | -94.1% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling