-69.9%
CPNG vs SGI
+97.3%
-167.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -6.3% | +9.3% | -15.6% | -9.9% |
| 30D | -8.7% | +6.9% | -15.6% | -11.4% |
| 3M | -2.4% | +2.8% | -5.3% | -4.1% |
| 6M | -22.3% | -12.6% | -9.7% | -19.2% |
| YTD | -37.2% | -21.5% | -15.7% | -32.1% |
| 1Y | -53.0% | -18.8% | -34.2% | -50.5% |
| 3Y | -20.0% | +60.8% | -80.9% | -41.8% |
| 5Y | -52.8% | +60.0% | -112.8% | -72.2% |
| All | -69.9% | +97.3% | -167.3% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling