-54.3%
CPNG vs SPG
+19.7%
-74.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.4% | -2.2% | -3.2% | -5.4% |
| 30D | -11.1% | -5.8% | -5.3% | -10.9% |
| 3M | -3.0% | -2.8% | -0.2% | -4.0% |
| 6M | -23.5% | +8.9% | -32.4% | -27.2% |
| YTD | -37.8% | +14.3% | -52.1% | -41.1% |
| 1Y | -54.3% | +19.5% | -73.8% | -57.1% |
| All | -54.3% | +19.7% | -74.0% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling