-51.2%
CPNG vs STT
+158.4%
-209.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -7.6% | +1.0% | -8.6% | -8.1% |
| 30D | -8.8% | +2.8% | -11.6% | -10.3% |
| 3M | -7.2% | +18.1% | -25.4% | -15.4% |
| 6M | -21.5% | +59.2% | -80.7% | -39.5% |
| YTD | -37.4% | +51.5% | -88.9% | -50.6% |
| 1Y | -54.3% | +75.7% | -130.0% | -66.9% |
| 3Y | -20.3% | +200.8% | -221.1% | -59.0% |
| 5Y | -51.2% | +155.8% | -207.0% | -76.0% |
| All | -51.2% | +158.4% | -209.6% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling