-51.2%
CPNG vs STRL
+2,102.6%
-2,153.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -7.6% | +8.2% | -15.8% | -8.7% |
| 30D | -8.8% | -6.3% | -2.5% | -8.2% |
| 3M | -7.2% | -41.2% | +34.0% | -0.9% |
| 6M | -21.5% | +20.4% | -41.9% | -28.7% |
| YTD | -37.4% | +61.7% | -99.1% | -46.9% |
| 1Y | -54.3% | +72.7% | -127.1% | -62.5% |
| 3Y | -20.3% | +530.9% | -551.2% | -57.8% |
| 5Y | -51.2% | +2,125.4% | -2,176.6% | -87.0% |
| All | -51.2% | +2,102.6% | -2,153.8% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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