-70.2%
CPNG vs SPMO
+201.4%
-271.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +1.0% |
| 7D | -5.4% | +0.1% | -5.5% | -5.6% |
| 30D | -11.1% | -0.7% | -10.4% | -10.9% |
| 3M | -3.0% | +2.8% | -5.8% | -8.1% |
| 6M | -23.5% | +24.4% | -47.9% | -40.6% |
| YTD | -37.8% | +24.2% | -62.0% | -51.5% |
| 1Y | -54.3% | +24.5% | -78.8% | -64.5% |
| 3Y | -20.8% | +155.6% | -176.4% | -74.6% |
| 5Y | -51.1% | +148.2% | -199.3% | -84.3% |
| All | -70.2% | +201.4% | -271.6% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling