+52.5%
SO vs CPNG
+8.2%
+44.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.1% | +7.2% | -7.3% | -0.1% |
| 30D | +8.7% | +3.2% | +5.5% | +8.7% |
| 3M | +3.4% | +0.9% | +2.5% | +3.4% |
| 6M | +3.7% | -3.8% | +7.5% | +3.7% |
| YTD | +10.0% | -30.8% | +40.8% | +10.9% |
| 1Y | +6.6% | -43.5% | +50.1% | +8.0% |
| 3Y | +52.5% | +6.6% | +45.9% | +50.3% |
| All | +52.5% | +8.2% | +44.3% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling