-69.9%
CPNG vs SMTC
+140.6%
-210.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.0% | -13.1% | -4.8% |
| 7D | -6.3% | +22.9% | -29.2% | -9.8% |
| 30D | -8.7% | +16.6% | -25.4% | -12.1% |
| 3M | -2.4% | +2.4% | -4.8% | -5.3% |
| 6M | -22.3% | +98.3% | -120.6% | -35.2% |
| YTD | -37.2% | +120.7% | -157.9% | -49.0% |
| 1Y | -53.0% | +168.3% | -221.2% | -63.7% |
| 3Y | -20.0% | +571.7% | -591.7% | -58.7% |
| 5Y | -52.8% | +114.0% | -166.8% | -63.3% |
| All | -69.9% | +140.6% | -210.5% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling