-46.9%
CPNG vs SGI
-10.7%
-36.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.8% | +5.1% | +10.0% |
| 7D | +20.8% | +12.1% | +8.8% | +17.3% |
| 30D | +20.1% | +12.1% | +8.0% | +16.6% |
| 3M | +1.6% | +0.4% | +1.2% | +0.8% |
| 6M | -15.8% | -4.0% | -11.8% | -16.7% |
| YTD | -27.7% | -21.2% | -6.5% | -28.3% |
| 1Y | -46.9% | -12.1% | -34.9% | -46.4% |
| All | -46.9% | -10.7% | -36.2% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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