+11.1%
SMR vs CPNG
-44.0%
+55.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.1% | +18.4% | +16.1% |
| 7D | +21.4% | -6.3% | +27.7% | +23.4% |
| 30D | +13.8% | -8.7% | +22.6% | +16.7% |
| 3M | +3.9% | -2.4% | +6.3% | +4.0% |
| 6M | -4.2% | -22.3% | +18.1% | +1.2% |
| YTD | -21.1% | -37.2% | +16.1% | -12.3% |
| 1Y | -67.1% | -53.0% | -14.1% | -60.6% |
| 3Y | +88.9% | -20.0% | +108.9% | +101.4% |
| All | +11.1% | -44.0% | +55.1% | +17.3% |
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