-51.1%
CPNG vs SMTC
+112.1%
-163.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.1% |
| 7D | -5.4% | +17.5% | -22.9% | -8.3% |
| 30D | -11.1% | +21.3% | -32.4% | -15.0% |
| 3M | -3.0% | +3.1% | -6.1% | -6.1% |
| 6M | -23.5% | +81.7% | -105.2% | -35.3% |
| YTD | -37.8% | +115.9% | -153.8% | -49.6% |
| 1Y | -54.3% | +157.8% | -212.2% | -64.7% |
| 3Y | -20.8% | +557.3% | -578.1% | -60.1% |
| 5Y | -51.1% | +114.7% | -165.7% | -59.4% |
| All | -51.1% | +112.1% | -163.2% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling