-69.0%
CPNG vs SIMO
+340.0%
-409.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -34.7% |
| YTD | -35.2% | +178.6% | -213.8% | -51.1% |
| 1Y | -46.8% | +220.0% | -266.8% | -61.5% |
| 3Y | -20.2% | +409.0% | -429.2% | -50.4% |
| 5Y | -48.4% | +277.3% | -325.7% | -66.9% |
| All | -69.0% | +340.0% | -409.0% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling