-69.3%
CPNG vs SIRI
-41.5%
-27.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +3.0% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | -7.4% | +2.5% | -9.8% | -7.6% |
| 3M | -12.3% | +6.6% | -19.0% | -13.2% |
| 6M | -19.4% | +32.9% | -52.3% | -22.3% |
| YTD | -35.9% | +50.5% | -86.4% | -39.3% |
| 1Y | -53.4% | +28.0% | -81.4% | -55.0% |
| 3Y | -20.0% | -22.4% | +2.4% | -20.1% |
| 5Y | -49.6% | -41.3% | -8.3% | -45.1% |
| All | -69.3% | -41.5% | -27.8% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling