-20.0%
CPNG vs SITM
+452.7%
-472.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.5% | +2.5% |
| 7D | -1.1% | +3.9% | -5.0% | -1.5% |
| 30D | -7.4% | -6.6% | -0.8% | -7.0% |
| 3M | -12.3% | -11.9% | -0.5% | -12.5% |
| 6M | -19.4% | +81.1% | -100.6% | -27.1% |
| YTD | -35.9% | +80.0% | -115.9% | -42.5% |
| 1Y | -53.4% | +145.8% | -199.2% | -60.5% |
| 3Y | -20.0% | +475.9% | -495.9% | -44.6% |
| All | -20.0% | +452.7% | -472.7% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling