-71.0%
SMR vs CPNG
-54.2%
-16.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -4.9% | -5.3% |
| 7D | +4.7% | -5.4% | +10.1% | +7.2% |
| 30D | +3.2% | -11.1% | +14.3% | +8.8% |
| 3M | +9.9% | -3.0% | +12.9% | +9.5% |
| 6M | -15.1% | -23.5% | +8.4% | -7.4% |
| YTD | -27.9% | -37.8% | +9.9% | -11.4% |
| All | -71.0% | -54.2% | -16.8% | -48.1% |
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