-22.9%
SPOT vs CPNG
-45.9%
+23.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.7% | -3.0% |
| 7D | -0.9% | -7.4% | +6.5% | -0.1% |
| 30D | +12.5% | -4.4% | +16.9% | +13.0% |
| 3M | +9.9% | -7.5% | +17.4% | +10.5% |
| 6M | +1.6% | -19.9% | +21.5% | +4.7% |
| YTD | -6.6% | -35.2% | +28.6% | -0.2% |
| 1Y | -22.9% | -46.8% | +23.8% | -14.2% |
| All | -22.9% | -45.9% | +23.0% | -14.2% |
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 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