-46.9%
CPNG vs SIMO
+94.5%
-141.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -9.6% | +21.5% | +12.7% |
| 7D | +20.8% | -16.9% | +37.7% | +22.4% |
| 30D | +20.1% | -35.4% | +55.4% | +24.2% |
| 3M | +1.6% | -31.9% | +33.5% | +3.9% |
| 6M | -15.8% | -19.3% | +3.5% | -16.2% |
| YTD | -27.7% | +98.5% | -126.2% | -37.0% |
| 1Y | -46.9% | +100.5% | -147.4% | -54.1% |
| All | -46.9% | +94.5% | -141.4% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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