-69.0%
CPNG vs SIMO
+209.2%
-278.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.0% |
| 7D | -6.9% | +14.9% | -21.7% | -9.1% |
| 30D | +1.1% | -27.0% | +28.1% | +5.5% |
| 3M | -6.3% | -25.4% | +19.1% | -3.9% |
| 6M | -3.8% | -30.3% | +26.4% | -2.1% |
| YTD | -35.2% | +95.8% | -131.0% | -49.0% |
| 1Y | -47.0% | +100.0% | -147.0% | -58.6% |
| 3Y | -0.2% | +238.3% | -238.5% | -34.4% |
| 5Y | -42.5% | +187.6% | -230.0% | -62.0% |
| All | -69.0% | +209.2% | -278.2% | -79.1% |
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 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