-70.2%
CPNG vs SPG
+141.1%
-211.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.4% | -2.2% | -3.2% | -4.3% |
| 30D | -11.1% | -5.8% | -5.3% | -8.1% |
| 3M | -3.0% | -2.8% | -0.2% | -2.2% |
| 6M | -23.5% | +8.9% | -32.4% | -28.3% |
| YTD | -37.8% | +14.3% | -52.1% | -43.6% |
| 1Y | -54.3% | +19.5% | -73.8% | -59.9% |
| 3Y | -20.8% | +106.9% | -127.6% | -53.2% |
| 5Y | -51.1% | +108.7% | -159.8% | -72.2% |
| All | -70.2% | +141.1% | -211.3% | -83.9% |
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