+1,172.1%
LITE vs CPNG
-3.9%
+1,176.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | -35.9% | +13.4% | -49.3% | -38.2% |
| 30D | -51.5% | +10.0% | -61.5% | -52.8% |
| 3M | -35.7% | -0.4% | -35.4% | -36.0% |
| 6M | -43.0% | -8.9% | -34.0% | -42.2% |
| YTD | +46.1% | -30.9% | +77.1% | +61.9% |
| 1Y | +124.7% | -43.8% | +168.5% | +167.6% |
| 3Y | +1,172.1% | -2.5% | +1,174.5% | +1,165.5% |
| All | +1,172.1% | -3.9% | +1,176.0% | +1,165.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling