-69.0%
CPNG vs SPG
+144.1%
-213.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -7.4% | -2.4% | -5.1% | -6.2% |
| 30D | -4.4% | -6.8% | +2.4% | -0.5% |
| 3M | -7.5% | +2.7% | -10.2% | -9.8% |
| 6M | -19.9% | +5.5% | -25.4% | -23.5% |
| YTD | -35.2% | +15.7% | -50.9% | -41.6% |
| 1Y | -46.8% | +20.9% | -67.6% | -53.5% |
| 3Y | -20.2% | +112.4% | -132.5% | -53.7% |
| 5Y | -48.4% | +101.4% | -149.8% | -70.5% |
| All | -69.0% | +144.1% | -213.1% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling