-69.3%
CPNG vs SPXS
-91.2%
+21.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +2.0% |
| 7D | -1.1% | +2.5% | -3.6% | +0.1% |
| 30D | -7.4% | +4.2% | -11.6% | -5.4% |
| 3M | -12.3% | -9.3% | -3.0% | -15.6% |
| 6M | -19.4% | -30.7% | +11.2% | -29.9% |
| YTD | -35.9% | -28.1% | -7.8% | -42.7% |
| 1Y | -53.4% | -35.1% | -18.3% | -59.8% |
| 3Y | -20.0% | -79.6% | +59.6% | -55.7% |
| 5Y | -49.6% | -86.3% | +36.7% | -71.1% |
| All | -69.3% | -91.2% | +21.9% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling