-46.9%
CPNG vs SN
+156.5%
-203.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.1% | +7.8% | +10.9% |
| 7D | +20.8% | +10.6% | +10.2% | +18.0% |
| 30D | +20.1% | +20.0% | +0.1% | +15.1% |
| 3M | +1.6% | +30.4% | -28.7% | -5.1% |
| 6M | -15.8% | +91.0% | -106.8% | -30.2% |
| YTD | -27.7% | +95.9% | -123.7% | -41.7% |
| 1Y | -46.9% | +158.9% | -205.8% | -56.8% |
| All | -46.9% | +156.5% | -203.4% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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