+20.2%
SGOV vs CPNG
-76.2%
+96.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | 0.0% |
| 7D | 0.0% | -1.1% | +1.2% | 0.0% |
| 30D | +0.3% | -7.4% | +7.7% | +0.3% |
| 3M | +0.9% | -12.3% | +13.3% | +0.9% |
| 6M | +1.8% | -19.4% | +21.3% | +1.8% |
| YTD | +2.5% | -35.9% | +38.4% | +2.5% |
| 1Y | +3.8% | -53.4% | +57.2% | +3.8% |
| 3Y | +14.4% | -20.0% | +34.4% | +14.4% |
| 5Y | +20.2% | -49.6% | +69.7% | +20.2% |
| All | +20.2% | -76.2% | +96.4% | +20.2% |
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