-69.2%
CPNG vs SPY
+107.6%
-176.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -6.8% | +2.6% | -9.3% | -10.0% |
| 30D | +5.5% | -2.0% | +7.5% | +8.3% |
| 3M | -6.8% | -2.8% | -4.0% | -3.1% |
| 6M | -4.8% | +2.1% | -7.0% | -7.3% |
| YTD | -35.6% | +11.5% | -47.1% | -44.1% |
| 1Y | -46.8% | +13.5% | -60.2% | -54.9% |
| 3Y | -0.8% | +77.7% | -78.5% | -57.6% |
| 5Y | -42.9% | +72.6% | -115.5% | -75.4% |
| All | -69.2% | +107.6% | -176.8% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling