-46.9%
CPNG vs SPMO
+11.0%
-57.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.8% | +12.3% |
| 7D | +20.8% | -8.9% | +29.7% | +25.5% |
| 30D | +20.1% | -13.8% | +33.9% | +27.8% |
| 3M | +1.6% | -12.5% | +14.1% | +7.2% |
| 6M | -15.8% | -1.5% | -14.4% | -22.4% |
| YTD | -27.7% | +11.3% | -39.0% | -41.2% |
| 1Y | -46.9% | +11.5% | -58.4% | -57.1% |
| All | -46.9% | +11.0% | -57.9% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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