-22.4%
CPNG vs SRE
+29.3%
-51.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -5.4% | -0.7% | -4.7% | -5.3% |
| 30D | -11.1% | -1.7% | -9.4% | -10.9% |
| 3M | -3.0% | -7.1% | +4.1% | -1.6% |
| 6M | -23.5% | -8.4% | -15.1% | -22.3% |
| YTD | -37.8% | -3.5% | -34.3% | -37.7% |
| 1Y | -54.3% | +5.4% | -59.7% | -55.3% |
| All | -22.4% | +29.3% | -51.7% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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