-64.9%
SE vs CPNG
-52.4%
-12.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.8% |
| 7D | +0.6% | -6.3% | +6.9% | +4.1% |
| 30D | -0.1% | -8.7% | +8.7% | +5.1% |
| 3M | +34.1% | -2.4% | +36.6% | +33.9% |
| 6M | +23.2% | -22.3% | +45.6% | +36.2% |
| YTD | -11.2% | -37.2% | +26.1% | +10.0% |
| 1Y | -40.5% | -53.0% | +12.5% | -13.1% |
| 3Y | +196.3% | -20.0% | +216.3% | +187.7% |
| All | -64.9% | -52.4% | -12.5% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling