-70.2%
CPNG vs SCCO
+236.1%
-306.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | +1.5% |
| 7D | -5.4% | -2.7% | -2.7% | -4.8% |
| 30D | -11.1% | -0.2% | -10.9% | -11.4% |
| 3M | -3.0% | +17.8% | -20.7% | -8.6% |
| 6M | -23.5% | +2.3% | -25.8% | -25.6% |
| YTD | -37.8% | +41.6% | -79.4% | -46.4% |
| 1Y | -54.3% | +101.9% | -156.2% | -65.5% |
| 3Y | -20.8% | +186.2% | -207.0% | -49.2% |
| 5Y | -51.1% | +309.7% | -360.7% | -72.3% |
| All | -70.2% | +236.1% | -306.4% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling