-46.9%
CPNG vs SMTC
+70.8%
-117.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -12.9% | +24.9% | +12.2% |
| 7D | +20.8% | -24.5% | +45.3% | +21.7% |
| 30D | +20.1% | -42.5% | +62.5% | +22.4% |
| 3M | +1.6% | -14.1% | +15.7% | +0.6% |
| 6M | -15.8% | +3.6% | -19.4% | -21.7% |
| YTD | -27.7% | +50.6% | -78.3% | -38.7% |
| 1Y | -46.9% | +72.2% | -119.2% | -56.3% |
| All | -46.9% | +70.8% | -117.8% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling