+82.1%
SO vs CPNG
-75.9%
+158.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | -0.2% | -7.4% | +7.3% | -0.1% |
| 30D | -4.6% | -4.4% | -0.1% | -4.5% |
| 3M | -3.0% | -7.5% | +4.5% | -3.0% |
| 6M | -8.3% | -19.9% | +11.7% | -8.0% |
| YTD | +3.5% | -35.2% | +38.7% | +4.2% |
| 1Y | -0.9% | -46.8% | +45.9% | 0.0% |
| 3Y | +45.4% | -20.2% | +65.5% | +45.2% |
| 5Y | +59.6% | -48.4% | +108.0% | +55.8% |
| All | +82.1% | -75.9% | +158.0% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling