-51.1%
CPNG vs SFM
+212.1%
-263.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -5.4% | -8.8% | +3.3% | -4.6% |
| 30D | -11.1% | -14.5% | +3.4% | -9.8% |
| 3M | -3.0% | -16.8% | +13.9% | -1.4% |
| 6M | -23.5% | -5.3% | -18.2% | -23.6% |
| YTD | -37.8% | -9.4% | -28.4% | -37.7% |
| 1Y | -54.3% | -46.2% | -8.2% | -51.6% |
| 3Y | -20.8% | +81.3% | -102.1% | -26.4% |
| 5Y | -51.1% | +211.9% | -262.9% | -55.2% |
| All | -51.1% | +212.1% | -263.2% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling