-69.0%
CPNG vs LSCC
+166.6%
-235.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.0% |
| 7D | -7.4% | +1.3% | -8.8% | -7.8% |
| 30D | -4.4% | -9.7% | +5.2% | -1.9% |
| 3M | -7.5% | -23.7% | +16.2% | -1.4% |
| 6M | -19.9% | +26.5% | -46.4% | -28.9% |
| YTD | -35.2% | +57.5% | -92.7% | -47.2% |
| 1Y | -46.8% | +75.7% | -122.5% | -58.8% |
| 3Y | -20.2% | +19.5% | -39.6% | -33.6% |
| 5Y | -48.4% | +83.8% | -132.2% | -69.5% |
| All | -69.0% | +166.6% | -235.5% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling