-70.2%
CPNG vs ROL
+10.5%
-80.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.4% | -3.2% | -2.2% | -4.6% |
| 30D | -11.1% | -6.6% | -4.5% | -9.5% |
| 3M | -3.0% | -27.3% | +24.3% | +5.4% |
| 6M | -23.5% | -38.1% | +14.6% | -13.1% |
| YTD | -37.8% | -41.8% | +4.0% | -28.3% |
| 1Y | -54.3% | -37.8% | -16.5% | -48.6% |
| 3Y | -20.8% | -0.3% | -20.5% | -25.5% |
| 5Y | -51.1% | -5.1% | -46.0% | -56.4% |
| All | -70.2% | +10.5% | -80.7% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling