-18.7%
CPNG vs SN
+476.8%
-495.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.3% |
| 7D | -7.6% | -3.4% | -4.2% | -7.0% |
| 30D | -8.8% | -9.1% | +0.2% | -7.2% |
| 3M | -7.2% | +31.8% | -39.0% | -12.9% |
| 6M | -21.5% | +52.0% | -73.6% | -28.6% |
| YTD | -37.4% | +51.3% | -88.7% | -43.1% |
| 1Y | -54.3% | +46.9% | -101.2% | -58.4% |
| 3Y | -20.3% | +394.9% | -415.2% | -39.2% |
| All | -18.7% | +476.8% | -495.5% | -37.9% |
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