-54.5%
SE vs CPNG
-76.9%
+22.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -4.8% | -5.4% | +0.6% | -2.0% |
| 30D | -18.1% | -11.1% | -7.0% | -12.9% |
| 3M | +30.6% | -3.0% | +33.6% | +31.0% |
| 6M | +20.8% | -23.5% | +44.3% | +34.3% |
| YTD | -15.6% | -37.8% | +22.2% | +4.2% |
| 1Y | -44.2% | -54.3% | +10.1% | -18.5% |
| 3Y | +181.5% | -20.8% | +202.3% | +177.6% |
| 5Y | -66.9% | -51.1% | -15.8% | -62.8% |
| All | -54.5% | -76.9% | +22.4% | -40.4% |
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