-73.1%
SMR vs CPNG
-45.9%
-27.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +4.4% | -7.4% | +11.9% | +8.1% |
| 30D | +3.4% | -4.4% | +7.8% | +5.7% |
| 3M | -19.2% | -7.5% | -11.7% | -17.0% |
| 6M | -22.6% | -19.9% | -2.7% | -17.6% |
| YTD | -31.5% | -35.2% | +3.6% | -19.7% |
| 1Y | -73.1% | -46.8% | -26.3% | -60.5% |
| All | -73.1% | -45.9% | -27.2% | -60.5% |
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 · 6 months rolling