+587.9%
LITE vs CPNG
-74.1%
+662.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.5% |
| 7D | -12.9% | +11.7% | -24.6% | -15.1% |
| 30D | -46.0% | +3.8% | -49.8% | -46.5% |
| 3M | -33.0% | +1.2% | -34.2% | -33.6% |
| 6M | -34.0% | -3.3% | -30.7% | -34.5% |
| YTD | +61.7% | -30.4% | +92.1% | +72.0% |
| 1Y | +148.3% | -43.1% | +191.4% | +176.2% |
| 3Y | +1,408.5% | +8.2% | +1,400.3% | +1,356.7% |
| 5Y | +546.2% | -44.7% | +590.9% | +547.2% |
| All | +587.9% | -74.1% | +662.1% | +601.1% |
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