-43.0%
LITE vs CPNG
-10.5%
-32.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.7% |
| 7D | -35.9% | +13.4% | -49.3% | -35.6% |
| 30D | -51.5% | +10.0% | -61.5% | -51.0% |
| 3M | -35.7% | -0.4% | -35.4% | -34.8% |
| 6M | -43.0% | -8.9% | -34.0% | -42.1% |
| All | -43.0% | -10.5% | -32.5% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling