-52.7%
SE vs CPNG
-75.9%
+23.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.1% |
| 7D | -6.1% | -7.4% | +1.4% | -2.2% |
| 30D | -2.5% | -4.4% | +2.0% | -0.1% |
| 3M | +21.7% | -7.5% | +29.2% | +25.2% |
| 6M | +27.0% | -19.9% | +46.9% | +38.0% |
| YTD | -12.1% | -35.2% | +23.0% | +6.1% |
| 1Y | -40.9% | -46.8% | +5.9% | -21.0% |
| 3Y | +191.0% | -20.2% | +211.1% | +186.8% |
| 5Y | -68.3% | -48.4% | -19.8% | -65.2% |
| All | -52.7% | -75.9% | +23.3% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling