-16.3%
CPNG vs SN
+671.3%
-687.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.2% |
| 7D | -6.8% | +1.5% | -8.3% | -7.0% |
| 30D | +5.5% | +21.5% | -16.0% | +1.5% |
| 3M | -6.8% | +20.0% | -26.8% | -10.3% |
| 6M | -4.8% | +119.9% | -124.7% | -19.4% |
| YTD | -35.6% | +102.3% | -137.9% | -44.8% |
| 1Y | -46.8% | +148.0% | -194.7% | -56.1% |
| 3Y | -0.8% | +450.0% | -450.8% | -28.4% |
| All | -16.3% | +671.3% | -687.6% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling