-70.2%
CPNG vs SITM
+481.0%
-551.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.0% |
| 7D | -5.4% | +4.8% | -10.3% | -6.4% |
| 30D | -11.1% | -9.7% | -1.4% | -9.8% |
| 3M | -3.0% | -9.3% | +6.4% | -3.6% |
| 6M | -23.5% | +69.5% | -93.0% | -35.7% |
| YTD | -37.8% | +70.5% | -108.3% | -48.8% |
| 1Y | -54.3% | +145.3% | -199.6% | -66.4% |
| 3Y | -20.8% | +432.8% | -453.6% | -59.2% |
| 5Y | -51.1% | +174.0% | -225.1% | -73.0% |
| All | -70.2% | +481.0% | -551.2% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling