-50.5%
CPNG vs SPMO
+149.5%
-199.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.6% |
| 7D | -1.1% | -0.9% | -0.2% | -0.3% |
| 30D | -7.4% | -1.9% | -5.4% | -6.1% |
| 3M | -12.3% | -1.4% | -11.0% | -13.8% |
| 6M | -19.4% | +25.5% | -44.9% | -38.1% |
| YTD | -35.9% | +24.8% | -60.7% | -50.4% |
| 1Y | -53.4% | +24.5% | -77.9% | -63.9% |
| 3Y | -20.0% | +157.1% | -177.1% | -75.3% |
| All | -50.5% | +149.5% | -199.9% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling