-20.0%
CPNG vs SIRI
-22.6%
+2.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.0% |
| 6M | -19.4% | +32.9% | -52.3% | -21.5% |
| YTD | -35.9% | +50.5% | -86.4% | -38.4% |
| 1Y | -53.4% | +28.0% | -81.4% | -54.5% |
| 3Y | -20.0% | -22.4% | +2.4% | -19.6% |
| All | -20.0% | -22.6% | +2.6% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling