-69.0%
CPNG vs STT
+179.1%
-248.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -7.4% | +0.5% | -7.9% | -7.7% |
| 30D | -4.4% | +3.9% | -8.3% | -6.3% |
| 3M | -7.5% | +20.0% | -27.5% | -15.3% |
| 6M | -19.9% | +55.3% | -75.3% | -35.5% |
| YTD | -35.2% | +53.3% | -88.5% | -47.6% |
| 1Y | -46.8% | +74.7% | -121.5% | -59.7% |
| 3Y | -20.2% | +205.8% | -226.0% | -55.2% |
| 5Y | -48.4% | +145.0% | -193.4% | -71.5% |
| All | -69.0% | +179.1% | -248.1% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling