-69.0%
CPNG vs ROL
+14.7%
-83.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -7.4% | -1.4% | -6.0% | -7.1% |
| 30D | -4.4% | -4.1% | -0.4% | -3.4% |
| 3M | -7.5% | -22.5% | +15.0% | -1.3% |
| 6M | -19.9% | -37.7% | +17.7% | -9.1% |
| YTD | -35.2% | -39.6% | +4.4% | -26.0% |
| 1Y | -46.8% | -36.0% | -10.8% | -40.5% |
| 3Y | -20.2% | -5.1% | -15.0% | -23.1% |
| 5Y | -48.4% | -3.4% | -45.1% | -54.5% |
| All | -69.0% | +14.7% | -83.6% | -74.8% |
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 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