-70.2%
CPNG vs SU
+271.0%
-341.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.4% | +1.7% | -7.1% | -5.7% |
| 30D | -11.1% | +9.6% | -20.7% | -12.9% |
| 3M | -3.0% | +11.7% | -14.7% | -5.6% |
| 6M | -23.5% | +21.9% | -45.4% | -27.1% |
| YTD | -37.8% | +58.6% | -96.5% | -44.2% |
| 1Y | -54.3% | +66.5% | -120.9% | -59.6% |
| 3Y | -20.8% | +121.4% | -142.2% | -35.4% |
| 5Y | -51.1% | +355.7% | -406.8% | -61.1% |
| All | -70.2% | +271.0% | -341.2% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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