-51.2%
CPNG vs ROL
-6.0%
-45.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | 0.0% |
| 7D | -7.6% | -3.3% | -4.3% | -6.7% |
| 30D | -8.8% | -7.2% | -1.6% | -6.9% |
| 3M | -7.2% | -27.0% | +19.7% | +1.3% |
| 6M | -21.5% | -39.5% | +18.0% | -9.2% |
| YTD | -37.4% | -41.8% | +4.4% | -27.0% |
| 1Y | -54.3% | -38.9% | -15.5% | -47.8% |
| 3Y | -20.3% | -0.4% | -19.9% | -26.0% |
| 5Y | -51.2% | -4.2% | -47.0% | -57.8% |
| All | -51.2% | -6.0% | -45.2% | -57.8% |
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 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