-67.5%
CPNG vs STT
+151.6%
-219.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.8% |
| 7D | -6.2% | +0.4% | -6.7% | -6.4% |
| 30D | +4.6% | -0.4% | +5.1% | +4.9% |
| 3M | -3.1% | -6.5% | +3.4% | -0.2% |
| 6M | -0.9% | +17.2% | -18.0% | -8.4% |
| YTD | -32.2% | +38.2% | -70.4% | -42.5% |
| 1Y | -44.2% | +49.3% | -93.5% | -54.4% |
| 3Y | +4.4% | +181.9% | -177.5% | -39.2% |
| 5Y | -45.2% | +106.9% | -152.1% | -68.0% |
| All | -67.5% | +151.6% | -219.1% | -81.1% |
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