+91.1%
SO vs CPNG
-75.9%
+167.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.4% |
| 7D | -0.9% | -6.9% | +5.9% | -0.8% |
| 30D | +4.9% | +1.1% | +3.8% | +4.9% |
| 3M | +0.8% | -6.3% | +7.1% | +0.8% |
| 6M | +0.6% | -3.8% | +4.4% | +0.5% |
| YTD | +8.7% | -35.2% | +43.8% | +9.3% |
| 1Y | +4.0% | -47.0% | +50.9% | +4.9% |
| 3Y | +50.6% | -0.2% | +50.8% | +49.9% |
| 5Y | +77.5% | -42.5% | +120.0% | +73.6% |
| All | +91.1% | -75.9% | +167.0% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling