-53.0%
CPNG vs SIMO
+269.6%
-322.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -3.0% |
| 7D | -7.4% | +4.2% | -11.7% | -8.2% |
| 30D | -4.4% | +4.1% | -8.5% | -5.9% |
| 3M | -7.5% | -12.9% | +5.4% | -7.1% |
| 6M | -19.9% | +110.3% | -130.3% | -35.1% |
| YTD | -35.2% | +178.6% | -213.8% | -51.6% |
| 1Y | -46.8% | +220.0% | -266.8% | -62.0% |
| 3Y | -20.2% | +409.0% | -429.2% | -51.6% |
| All | -53.0% | +269.6% | -322.6% | -70.6% |
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