-69.3%
CPNG vs STT
+177.9%
-247.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.6% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -7.4% | +1.7% | -9.1% | -8.2% |
| 3M | -12.3% | +17.9% | -30.3% | -19.2% |
| 6M | -19.4% | +55.3% | -74.7% | -35.1% |
| YTD | -35.9% | +52.7% | -88.6% | -48.0% |
| 1Y | -53.4% | +75.7% | -129.1% | -64.8% |
| 3Y | -20.0% | +197.9% | -217.9% | -54.5% |
| 5Y | -49.6% | +158.8% | -208.3% | -71.8% |
| All | -69.3% | +177.9% | -247.2% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling