+63.7%
SE vs CPNG
-1.0%
+64.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -0.5% | -6.8% | +6.3% | +1.7% |
| 30D | -20.9% | +5.5% | -26.4% | -22.3% |
| 3M | -38.9% | -6.8% | -32.1% | -37.7% |
| 6M | -19.4% | -4.8% | -14.6% | -18.8% |
| YTD | -40.9% | -35.6% | -5.3% | -33.7% |
| 1Y | -46.2% | -46.8% | +0.6% | -35.6% |
| 3Y | +63.7% | -0.8% | +64.5% | +85.3% |
| All | +63.7% | -1.0% | +64.7% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling