-69.9%
CPNG vs SPY
+110.3%
-180.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.4% |
| 7D | -6.3% | +0.5% | -6.8% | -7.0% |
| 30D | -8.7% | -0.9% | -7.8% | -7.6% |
| 3M | -2.4% | +3.9% | -6.3% | -7.4% |
| 6M | -22.3% | +14.5% | -36.9% | -35.2% |
| YTD | -37.2% | +12.9% | -50.1% | -46.5% |
| 1Y | -53.0% | +19.4% | -72.3% | -62.8% |
| 3Y | -20.0% | +78.5% | -98.5% | -65.9% |
| 5Y | -52.8% | +81.8% | -134.5% | -80.7% |
| All | -69.9% | +110.3% | -180.2% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling