-17.4%
CPNG vs SIMO
+432.2%
-449.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -2.8% |
| 7D | -7.4% | +4.2% | -11.7% | -8.1% |
| 30D | -4.4% | +4.1% | -8.5% | -5.6% |
| 3M | -7.5% | -12.9% | +5.4% | -7.3% |
| 6M | -19.9% | +110.3% | -130.3% | -33.0% |
| YTD | -35.2% | +178.6% | -213.8% | -49.9% |
| 1Y | -46.8% | +220.0% | -266.8% | -60.7% |
| All | -17.4% | +432.2% | -449.6% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling