-69.2%
CPNG vs SPG
+174.4%
-243.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -6.8% | +2.0% | -8.7% | -7.8% |
| 30D | +5.5% | +17.2% | -11.8% | -3.6% |
| 3M | -6.8% | +6.3% | -13.1% | -9.9% |
| 6M | -4.8% | +18.7% | -23.5% | -14.7% |
| YTD | -35.6% | +30.1% | -65.7% | -45.8% |
| 1Y | -46.8% | +32.8% | -79.5% | -55.8% |
| 3Y | -0.8% | +133.6% | -134.4% | -45.1% |
| 5Y | -42.9% | +84.4% | -127.2% | -67.6% |
| All | -69.2% | +174.4% | -243.6% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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