-70.0%
CPNG vs SPXS
-91.1%
+21.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | +0.3% |
| 7D | -7.6% | +1.2% | -8.8% | -7.0% |
| 30D | -8.8% | +5.2% | -14.0% | -6.6% |
| 3M | -7.2% | -9.2% | +1.9% | -10.3% |
| 6M | -21.5% | -29.6% | +8.1% | -31.3% |
| YTD | -37.4% | -27.6% | -9.8% | -44.0% |
| 1Y | -54.3% | -36.7% | -17.6% | -61.1% |
| 3Y | -20.3% | -79.8% | +59.5% | -56.2% |
| 5Y | -51.2% | -85.9% | +34.7% | -71.8% |
| All | -70.0% | -91.1% | +21.1% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling