-21.9%
CPNG vs SPG
+106.5%
-128.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.5% |
| 7D | -7.6% | -1.7% | -5.9% | -7.1% |
| 30D | -8.8% | -6.3% | -2.6% | -6.7% |
| 3M | -7.2% | -2.4% | -4.8% | -7.1% |
| 6M | -21.5% | +9.6% | -31.2% | -25.5% |
| YTD | -37.4% | +14.2% | -51.6% | -41.7% |
| 1Y | -54.3% | +19.3% | -73.6% | -58.4% |
| All | -21.9% | +106.5% | -128.4% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling