-46.9%
CPNG vs ROL
-34.1%
-12.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.2% | +11.5% |
| 7D | +20.8% | +14.6% | +6.3% | +18.9% |
| 30D | +20.1% | +29.3% | -9.2% | +17.2% |
| 3M | +1.6% | +2.0% | -0.4% | -0.3% |
| 6M | -15.8% | -28.5% | +12.7% | -16.8% |
| YTD | -27.7% | -35.3% | +7.6% | -27.4% |
| 1Y | -46.9% | -34.7% | -12.2% | -47.2% |
| All | -46.9% | -34.1% | -12.8% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling