-46.8%
CPNG vs SITM
+174.8%
-221.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.5% | -8.0% | -1.6% |
| 7D | -7.4% | +9.7% | -17.2% | -7.7% |
| 30D | -4.4% | +12.7% | -17.1% | -5.4% |
| 3M | -7.5% | -13.4% | +5.9% | -8.4% |
| 6M | -19.9% | +59.6% | -79.6% | -23.5% |
| YTD | -35.2% | +73.3% | -108.5% | -37.8% |
| 1Y | -46.8% | +165.5% | -212.3% | -51.4% |
| All | -46.8% | +174.8% | -221.5% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling