-45.0%
CPNG vs LTH
+150.5%
-195.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | -1.1% | -4.0% | +2.9% | +0.4% |
| 30D | -7.4% | -5.3% | -2.1% | -5.6% |
| 3M | -12.3% | +19.0% | -31.4% | -18.6% |
| 6M | -19.4% | +55.8% | -75.2% | -34.0% |
| YTD | -35.9% | +56.1% | -92.0% | -47.8% |
| 1Y | -53.4% | +41.3% | -94.7% | -60.6% |
| 3Y | -20.0% | +156.6% | -176.6% | -51.7% |
| All | -45.0% | +150.5% | -195.5% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling