-21.9%
CPNG vs SMTC
+565.9%
-587.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -7.6% | +22.5% | -30.1% | -9.6% |
| 30D | -8.8% | +24.9% | -33.7% | -11.4% |
| 3M | -7.2% | +4.1% | -11.3% | -9.0% |
| 6M | -21.5% | +92.6% | -114.1% | -29.5% |
| YTD | -37.4% | +122.5% | -159.9% | -44.9% |
| 1Y | -54.3% | +166.2% | -220.6% | -60.9% |
| All | -21.9% | +565.9% | -587.8% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling