-46.0%
CPNG vs ROL
+15.7%
-61.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.5% |
| 7D | -6.8% | +3.0% | -9.7% | -7.6% |
| 30D | +5.5% | +19.8% | -14.3% | -0.3% |
| 3M | -6.8% | +7.9% | -14.7% | -9.1% |
| 6M | -4.8% | -25.6% | +20.8% | +3.6% |
| YTD | -35.6% | -34.1% | -1.5% | -27.2% |
| 1Y | -46.8% | -31.4% | -15.4% | -40.8% |
| 3Y | -0.8% | +4.7% | -5.5% | -9.4% |
| All | -46.0% | +15.7% | -61.7% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling