+1,029.2%
LITE vs CPNG
-76.7%
+1,105.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.1% | +14.2% | +11.7% |
| 7D | +12.6% | -6.3% | +18.9% | +14.1% |
| 30D | +9.9% | -8.7% | +18.7% | +11.7% |
| 3M | +9.3% | -2.4% | +11.7% | +8.5% |
| 6M | +75.2% | -22.3% | +97.6% | +82.3% |
| YTD | +165.5% | -37.2% | +202.7% | +189.5% |
| 1Y | +555.0% | -53.0% | +608.0% | +658.9% |
| 3Y | +1,870.5% | -20.0% | +1,890.5% | +1,918.8% |
| 5Y | +1,009.8% | -52.8% | +1,062.6% | +1,043.5% |
| All | +1,029.2% | -76.7% | +1,105.8% | +1,080.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling