+80.1%
SO vs CPNG
-76.2%
+156.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.7% | -0.7% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | -5.0% | -7.4% | +2.3% | -4.9% |
| 3M | -5.8% | -12.3% | +6.6% | -5.6% |
| 6M | -7.9% | -19.4% | +11.5% | -7.7% |
| YTD | +2.4% | -35.9% | +38.3% | +3.1% |
| 1Y | -2.3% | -53.4% | +51.1% | -1.1% |
| 3Y | +41.9% | -20.0% | +61.9% | +41.7% |
| 5Y | +58.1% | -49.6% | +107.6% | +54.3% |
| All | +80.1% | -76.2% | +156.3% | +75.3% |
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 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