-45.2%
CPNG vs SIMO
+195.0%
-240.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.7% | -10.7% | -3.5% |
| 7D | -6.2% | +0.9% | -7.1% | -6.6% |
| 30D | +4.6% | -25.4% | +30.0% | +8.8% |
| 3M | -3.1% | -17.8% | +14.7% | -2.5% |
| 6M | -0.9% | -29.6% | +28.7% | +0.7% |
| YTD | -32.2% | +100.3% | -132.5% | -47.5% |
| 1Y | -44.2% | +100.4% | -144.6% | -56.8% |
| 3Y | +4.4% | +246.1% | -241.7% | -33.4% |
| 5Y | -45.2% | +189.8% | -235.0% | -66.4% |
| All | -45.2% | +195.0% | -240.2% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling