-50.5%
CPNG vs SPG
+106.0%
-156.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | -1.1% | -1.2% | 0.0% | -0.5% |
| 30D | -7.4% | -6.1% | -1.2% | -3.8% |
| 3M | -12.3% | -3.6% | -8.7% | -11.2% |
| 6M | -19.4% | +10.4% | -29.9% | -25.6% |
| YTD | -35.9% | +14.4% | -50.3% | -42.4% |
| 1Y | -53.4% | +16.5% | -69.9% | -58.8% |
| 3Y | -20.0% | +106.8% | -126.8% | -55.4% |
| All | -50.5% | +106.0% | -156.5% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling