+57.9%
SO vs CPNG
-52.6%
+110.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | 0.0% | -7.6% | +7.6% | +0.2% |
| 30D | -2.5% | -8.8% | +6.3% | -2.3% |
| 3M | -4.2% | -7.2% | +3.1% | -4.1% |
| 6M | -7.7% | -21.5% | +13.9% | -7.3% |
| YTD | +3.8% | -37.4% | +41.2% | +4.7% |
| 1Y | +0.1% | -54.3% | +54.4% | +1.7% |
| 3Y | +44.2% | -20.3% | +64.5% | +43.9% |
| 5Y | +57.9% | -51.2% | +109.1% | +52.1% |
| All | +57.9% | -52.6% | +110.4% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling