-54.3%
CPNG vs ROL
-38.5%
-15.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.4% | -3.2% | -2.2% | -5.4% |
| 30D | -11.1% | -6.6% | -4.5% | -11.2% |
| 3M | -3.0% | -27.3% | +24.3% | -3.7% |
| 6M | -23.5% | -38.1% | +14.6% | -23.4% |
| YTD | -37.8% | -41.8% | +4.0% | -37.2% |
| 1Y | -54.3% | -37.8% | -16.5% | -53.8% |
| All | -54.3% | -38.5% | -15.8% | -53.8% |
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