-68.2%
SE vs CPNG
-76.1%
+7.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | -0.5% | -6.8% | +6.3% | +3.2% |
| 30D | -20.9% | +5.5% | -26.4% | -23.3% |
| 3M | -38.9% | -6.8% | -32.1% | -37.1% |
| 6M | -19.4% | -4.8% | -14.6% | -19.3% |
| YTD | -40.9% | -35.6% | -5.3% | -28.9% |
| 1Y | -46.2% | -46.8% | +0.6% | -28.1% |
| 3Y | +63.7% | -0.8% | +64.5% | +41.1% |
| 5Y | -77.9% | -42.9% | -35.1% | -76.6% |
| All | -68.2% | -76.1% | +7.9% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling