+1,358.0%
LITE vs CPNG
-1.0%
+1,359.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | +10.8% | -6.8% | +17.5% | +12.8% |
| 30D | -33.4% | +5.5% | -38.9% | -34.7% |
| 3M | -32.2% | -6.8% | -25.5% | -31.3% |
| 6M | -42.1% | -4.8% | -37.3% | -42.4% |
| YTD | +61.9% | -35.6% | +97.5% | +83.4% |
| 1Y | +163.0% | -46.8% | +209.7% | +219.3% |
| 3Y | +1,358.0% | -0.8% | +1,358.8% | +1,275.9% |
| All | +1,358.0% | -1.0% | +1,359.0% | +1,275.9% |
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