-20.0%
CPNG vs SPYG
+98.4%
-118.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.5% |
| 7D | -1.1% | -0.9% | -0.2% | -0.4% |
| 30D | -7.4% | -1.5% | -5.8% | -6.3% |
| 3M | -12.3% | +3.7% | -16.1% | -15.1% |
| 6M | -19.4% | +16.4% | -35.9% | -28.4% |
| YTD | -35.9% | +13.3% | -49.2% | -41.8% |
| 1Y | -53.4% | +17.9% | -71.3% | -58.8% |
| 3Y | -20.0% | +98.3% | -118.3% | -53.1% |
| All | -20.0% | +98.4% | -118.4% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling