-70.0%
CPNG vs SPYG
+126.8%
-196.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | +0.1% |
| 7D | -7.6% | +0.3% | -7.9% | -7.9% |
| 30D | -8.8% | -1.7% | -7.1% | -7.3% |
| 3M | -7.2% | +3.6% | -10.9% | -11.2% |
| 6M | -21.5% | +16.6% | -38.1% | -34.1% |
| YTD | -37.4% | +13.4% | -50.8% | -45.7% |
| 1Y | -54.3% | +19.6% | -73.9% | -62.7% |
| 3Y | -20.3% | +99.8% | -120.1% | -67.0% |
| 5Y | -51.2% | +85.0% | -136.2% | -78.8% |
| All | -70.0% | +126.8% | -196.9% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling