-10.0%
CPNG vs SN
+671.7%
-681.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +7.2% | +7.6% | -0.3% | +5.7% |
| 30D | +3.2% | +22.4% | -19.2% | -0.8% |
| 3M | +0.9% | +21.7% | -20.8% | -3.2% |
| 6M | -3.8% | +102.8% | -106.7% | -17.2% |
| YTD | -30.8% | +102.4% | -133.2% | -40.7% |
| 1Y | -43.5% | +139.0% | -182.5% | -53.1% |
| 3Y | +6.6% | +440.4% | -433.8% | -23.0% |
| All | -10.0% | +671.7% | -681.7% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling