-69.3%
CPNG vs SITM
+513.2%
-582.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.5% | +1.9% |
| 7D | -1.1% | +3.9% | -5.0% | -1.9% |
| 30D | -7.4% | -6.6% | -0.8% | -6.6% |
| 3M | -12.3% | -11.9% | -0.5% | -12.4% |
| 6M | -19.4% | +81.1% | -100.6% | -33.2% |
| YTD | -35.9% | +80.0% | -115.9% | -47.8% |
| 1Y | -53.4% | +145.8% | -199.2% | -65.7% |
| 3Y | -20.0% | +475.9% | -495.9% | -59.6% |
| 5Y | -49.6% | +189.2% | -238.8% | -72.5% |
| All | -69.3% | +513.2% | -582.5% | -86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling