-21.9%
CPNG vs ROL
-1.5%
-20.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | -7.6% | -3.3% | -4.3% | -7.1% |
| 30D | -8.8% | -7.2% | -1.6% | -7.9% |
| 3M | -7.2% | -27.0% | +19.7% | -3.2% |
| 6M | -21.5% | -39.5% | +18.0% | -15.4% |
| YTD | -37.4% | -41.8% | +4.4% | -32.2% |
| 1Y | -54.3% | -38.9% | -15.5% | -51.0% |
| All | -21.9% | -1.5% | -20.5% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling