-46.8%
CPNG vs SCCO
+109.6%
-156.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -7.4% | -5.3% | -2.2% | -6.6% |
| 30D | -4.4% | +2.7% | -7.1% | -5.0% |
| 3M | -7.5% | +4.2% | -11.7% | -9.1% |
| 6M | -19.9% | -0.6% | -19.3% | -21.7% |
| YTD | -35.2% | +45.0% | -80.2% | -39.5% |
| 1Y | -46.8% | +109.3% | -156.1% | -50.2% |
| All | -46.8% | +109.6% | -156.4% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling