-45.9%
SE vs CPNG
-52.8%
+6.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -2.2% |
| 7D | -5.2% | -1.1% | -4.1% | -5.0% |
| 30D | -17.1% | -7.4% | -9.7% | -15.3% |
| 3M | +24.0% | -12.3% | +36.3% | +28.5% |
| 6M | +21.0% | -19.4% | +40.4% | +25.2% |
| YTD | -16.7% | -35.9% | +19.2% | -7.0% |
| 1Y | -45.9% | -53.4% | +7.5% | -33.5% |
| All | -45.9% | -52.8% | +6.8% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling