-69.2%
CPNG vs SM
+110.2%
-179.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -6.8% | +9.4% | -16.1% | -7.6% |
| 30D | +5.5% | -14.4% | +19.9% | +6.6% |
| 3M | -6.8% | +1.6% | -8.3% | -7.8% |
| 6M | -4.8% | +6.3% | -11.2% | -7.2% |
| YTD | -35.6% | +78.8% | -114.4% | -42.1% |
| 1Y | -46.8% | +83.1% | -129.9% | -52.3% |
| 3Y | -0.8% | -5.9% | +5.1% | -5.3% |
| 5Y | -42.9% | +4.8% | -47.7% | -46.2% |
| All | -69.2% | +110.2% | -179.4% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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