-69.9%
CPNG vs SRE
+62.4%
-132.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.6% |
| 7D | -6.3% | +1.4% | -7.7% | -6.7% |
| 30D | -8.7% | +1.9% | -10.6% | -9.5% |
| 3M | -2.4% | -3.3% | +0.8% | -1.8% |
| 6M | -22.3% | -6.4% | -15.9% | -21.2% |
| YTD | -37.2% | -1.8% | -35.4% | -37.4% |
| 1Y | -53.0% | +10.7% | -63.7% | -55.0% |
| 3Y | -20.0% | +31.8% | -51.8% | -30.7% |
| 5Y | -52.8% | +49.2% | -102.0% | -58.1% |
| All | -69.9% | +62.4% | -132.3% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling