-69.3%
CPNG vs SGI
+89.4%
-158.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.6% |
| 7D | -1.1% | -4.5% | +3.3% | +0.8% |
| 30D | -7.4% | +4.2% | -11.5% | -9.1% |
| 3M | -12.3% | -7.4% | -4.9% | -10.2% |
| 6M | -19.4% | -15.1% | -4.4% | -15.1% |
| YTD | -35.9% | -24.7% | -11.2% | -29.5% |
| 1Y | -53.4% | -21.8% | -31.6% | -50.1% |
| 3Y | -20.0% | +50.0% | -70.0% | -39.8% |
| 5Y | -49.6% | +48.9% | -98.5% | -69.8% |
| All | -69.3% | +89.4% | -158.7% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling