-69.3%
CPNG vs SBAC
-19.5%
-49.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.8% | +2.3% |
| 7D | -1.1% | -2.1% | +1.0% | -0.4% |
| 30D | -7.4% | +2.0% | -9.4% | -8.0% |
| 3M | -12.3% | -8.3% | -4.0% | -10.1% |
| 6M | -19.4% | +0.3% | -19.8% | -20.9% |
| YTD | -35.9% | -2.2% | -33.7% | -36.7% |
| 1Y | -53.4% | -4.6% | -48.8% | -53.6% |
| 3Y | -20.0% | -8.3% | -11.7% | -22.8% |
| 5Y | -49.6% | -42.8% | -6.7% | -34.9% |
| All | -69.3% | -19.5% | -49.8% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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