+521.0%
LITE vs CPNG
-45.9%
+566.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.3% |
| 7D | -1.5% | -7.4% | +5.9% | 0.0% |
| 30D | +6.7% | -4.4% | +11.1% | +7.3% |
| 3M | -6.8% | -7.5% | +0.7% | -6.2% |
| 6M | +29.4% | -19.9% | +49.4% | +35.6% |
| YTD | +139.1% | -35.2% | +174.3% | +171.2% |
| 1Y | +521.0% | -46.8% | +567.8% | +577.5% |
| All | +521.0% | -45.9% | +566.9% | +577.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling