-70.0%
CPNG vs SPXU
-91.2%
+21.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | +0.3% |
| 7D | -7.6% | +1.3% | -8.8% | -7.0% |
| 30D | -8.8% | +5.1% | -14.0% | -6.6% |
| 3M | -7.2% | -9.1% | +1.9% | -10.3% |
| 6M | -21.5% | -29.6% | +8.0% | -31.3% |
| YTD | -37.4% | -27.7% | -9.7% | -44.0% |
| 1Y | -54.3% | -37.0% | -17.4% | -61.2% |
| 3Y | -20.3% | -80.2% | +59.9% | -56.5% |
| 5Y | -51.2% | -86.0% | +34.8% | -72.0% |
| All | -70.0% | -91.2% | +21.2% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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