-17.4%
CPNG vs LSCC
+24.1%
-41.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.7% |
| 7D | -7.4% | +1.3% | -8.8% | -7.7% |
| 30D | -4.4% | -9.7% | +5.2% | -3.0% |
| 3M | -7.5% | -23.7% | +16.2% | -4.2% |
| 6M | -19.9% | +26.5% | -46.4% | -24.8% |
| YTD | -35.2% | +57.5% | -92.7% | -41.7% |
| 1Y | -46.8% | +75.7% | -122.5% | -53.4% |
| All | -17.4% | +24.1% | -41.5% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling