-26.3%
SKHY vs CPNG
-14.9%
-11.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -3.7% | -9.7% | -12.3% |
| 7D | -23.6% | +12.7% | -36.3% | -26.2% |
| 30D | -32.1% | +13.9% | -46.0% | -34.7% |
| 3M | -18.0% | +2.6% | -20.6% | -16.7% |
| All | -26.3% | -14.9% | -11.4% | -10.2% |
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 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 · Available span rolling