-69.2%
CPNG vs ROL
+25.0%
-94.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.4% |
| 7D | -6.8% | +3.0% | -9.7% | -7.5% |
| 30D | +5.5% | +19.8% | -14.3% | +0.3% |
| 3M | -6.8% | +7.9% | -14.7% | -8.9% |
| 6M | -4.8% | -25.6% | +20.8% | +2.5% |
| YTD | -35.6% | -34.1% | -1.5% | -28.3% |
| 1Y | -46.8% | -31.4% | -15.4% | -41.6% |
| 3Y | -0.8% | +4.7% | -5.5% | -7.2% |
| 5Y | -42.9% | +15.6% | -58.5% | -50.5% |
| All | -69.2% | +25.0% | -94.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling