-69.2%
CPNG vs STT
+150.5%
-219.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -6.8% | +4.8% | -11.5% | -8.8% |
| 30D | +5.5% | +3.9% | +1.6% | +3.6% |
| 3M | -6.8% | -8.2% | +1.4% | -3.2% |
| 6M | -4.8% | +15.6% | -20.4% | -11.4% |
| YTD | -35.6% | +37.6% | -73.2% | -45.2% |
| 1Y | -46.8% | +50.1% | -96.9% | -56.6% |
| 3Y | -0.8% | +183.1% | -183.8% | -42.3% |
| 5Y | -42.9% | +104.8% | -147.7% | -66.5% |
| All | -69.2% | +150.5% | -219.7% | -82.0% |
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