-50.5%
CPNG vs SRE
+45.6%
-96.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -7.4% | -3.0% | -4.4% | -6.7% |
| 3M | -12.3% | -8.3% | -4.0% | -10.2% |
| 6M | -19.4% | -8.9% | -10.5% | -17.4% |
| YTD | -35.9% | -4.3% | -31.6% | -35.6% |
| 1Y | -53.4% | +2.7% | -56.1% | -54.4% |
| 3Y | -20.0% | +28.7% | -48.7% | -31.7% |
| All | -50.5% | +45.6% | -96.0% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling