-46.9%
CPNG vs SITM
+47.5%
-94.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -9.4% | +21.3% | +12.0% |
| 7D | +20.8% | -19.5% | +40.4% | +21.2% |
| 30D | +20.1% | -43.2% | +63.3% | +21.1% |
| 3M | +1.6% | -30.8% | +32.4% | +1.6% |
| 6M | -15.8% | -28.6% | +12.7% | -16.5% |
| YTD | -27.7% | +14.2% | -41.9% | -28.3% |
| 1Y | -46.9% | +44.4% | -91.3% | -47.6% |
| All | -46.9% | +47.5% | -94.5% | -47.6% |
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