+521.5%
LITE vs CPNG
-74.3%
+595.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.8% |
| 7D | -35.9% | +13.4% | -49.3% | -37.8% |
| 30D | -51.5% | +10.0% | -61.5% | -52.6% |
| 3M | -35.7% | -0.4% | -35.4% | -36.1% |
| 6M | -43.0% | -8.9% | -34.0% | -42.6% |
| YTD | +46.1% | -30.9% | +77.1% | +55.6% |
| 1Y | +124.7% | -43.8% | +168.5% | +150.5% |
| 3Y | +1,172.1% | -2.5% | +1,174.5% | +1,150.0% |
| 5Y | +477.0% | -45.6% | +522.6% | +479.2% |
| All | +521.5% | -74.3% | +595.8% | +534.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling