-69.3%
CPNG vs SM
+144.7%
-214.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -1.1% | +4.6% | -5.7% | -1.6% |
| 30D | -7.4% | +18.2% | -25.6% | -9.2% |
| 3M | -12.3% | +22.5% | -34.9% | -14.9% |
| 6M | -19.4% | +50.6% | -70.0% | -24.6% |
| YTD | -35.9% | +108.1% | -144.0% | -42.8% |
| 1Y | -53.4% | +46.0% | -99.4% | -56.5% |
| 3Y | -20.0% | +2.9% | -22.9% | -23.8% |
| 5Y | -49.6% | +112.6% | -162.2% | -53.4% |
| All | -69.3% | +144.7% | -214.0% | -72.1% |
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