-69.3%
CPNG vs SMTC
+147.4%
-216.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +2.2% |
| 7D | -1.1% | +13.1% | -14.2% | -3.3% |
| 30D | -7.4% | +19.5% | -26.8% | -11.0% |
| 3M | -12.3% | +2.2% | -14.6% | -14.9% |
| 6M | -19.4% | +94.9% | -114.3% | -32.5% |
| YTD | -35.9% | +127.0% | -162.9% | -48.2% |
| 1Y | -53.4% | +174.6% | -228.0% | -64.2% |
| 3Y | -20.0% | +615.9% | -635.9% | -59.4% |
| 5Y | -49.6% | +125.6% | -175.2% | -61.0% |
| All | -69.3% | +147.4% | -216.7% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling