-46.3%
CPNG vs LTH
+152.0%
-198.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | -7.6% | -4.0% | -3.6% | -6.2% |
| 30D | -8.8% | -1.7% | -7.2% | -8.4% |
| 3M | -7.2% | +28.0% | -35.2% | -16.1% |
| 6M | -21.5% | +54.1% | -75.6% | -35.4% |
| YTD | -37.4% | +57.1% | -94.5% | -49.1% |
| 1Y | -54.3% | +45.8% | -100.1% | -61.9% |
| 3Y | -20.3% | +157.6% | -177.9% | -51.9% |
| All | -46.3% | +152.0% | -198.3% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling