-20.0%
CPNG vs SN
+430.5%
-450.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.4% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -8.7% | -5.6% | -3.1% | -7.7% |
| 3M | -2.4% | +48.1% | -50.5% | -11.8% |
| 6M | -22.3% | +57.6% | -80.0% | -31.0% |
| YTD | -37.2% | +56.5% | -93.7% | -44.3% |
| 1Y | -53.0% | +52.6% | -105.5% | -58.1% |
| 3Y | -20.0% | +412.0% | -432.0% | -47.3% |
| All | -20.0% | +430.5% | -450.5% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling