-69.9%
CPNG vs LOW
+30.4%
-100.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.4% | -2.3% |
| 7D | -6.3% | +0.4% | -6.6% | -6.4% |
| 30D | -8.7% | -10.1% | +1.3% | -4.0% |
| 3M | -2.4% | -2.9% | +0.4% | -1.5% |
| 6M | -22.3% | -19.4% | -2.9% | -14.6% |
| YTD | -37.2% | -15.4% | -21.8% | -33.2% |
| 1Y | -53.0% | -24.9% | -28.0% | -46.9% |
| 3Y | -20.0% | -7.8% | -12.2% | -21.4% |
| 5Y | -52.8% | +8.4% | -61.2% | -57.1% |
| All | -69.9% | +30.4% | -100.4% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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