-22.4%
CPNG vs STT
+194.3%
-216.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.4% | -1.4% | -4.1% | -4.9% |
| 30D | -11.1% | +2.2% | -13.3% | -12.0% |
| 3M | -3.0% | +18.8% | -21.8% | -9.9% |
| 6M | -23.5% | +57.9% | -81.4% | -37.3% |
| YTD | -37.8% | +51.0% | -88.8% | -48.1% |
| 1Y | -54.3% | +77.1% | -131.5% | -64.6% |
| All | -22.4% | +194.3% | -216.6% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling