-50.5%
CPNG vs SGI
+47.3%
-97.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.6% |
| 7D | -1.1% | -4.5% | +3.3% | +1.0% |
| 30D | -7.4% | +4.2% | -11.5% | -9.2% |
| 3M | -12.3% | -7.4% | -4.9% | -10.0% |
| 6M | -19.4% | -15.1% | -4.4% | -14.8% |
| YTD | -35.9% | -24.7% | -11.2% | -28.9% |
| 1Y | -53.4% | -21.8% | -31.6% | -49.9% |
| 3Y | -20.0% | +50.0% | -70.0% | -42.5% |
| All | -50.5% | +47.3% | -97.8% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling