-1.0%
SO vs CPNG
-54.7%
+53.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.1% | -5.4% | +4.3% | -1.3% |
| 30D | -3.7% | -11.1% | +7.3% | -3.9% |
| 3M | -5.9% | -3.0% | -2.9% | -6.1% |
| 6M | -7.3% | -23.5% | +16.2% | -7.1% |
| YTD | +3.1% | -37.8% | +40.9% | +3.5% |
| 1Y | -1.0% | -54.3% | +53.3% | -0.3% |
| All | -1.0% | -54.7% | +53.7% | -0.3% |
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 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