+83.2%
SPOT vs CPNG
-76.2%
+159.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.3% |
| 7D | -3.1% | -1.1% | -2.0% | -2.7% |
| 30D | +7.4% | -7.4% | +14.7% | +10.3% |
| 3M | +8.2% | -12.3% | +20.5% | +12.3% |
| 6M | +2.2% | -19.4% | +21.7% | +7.0% |
| YTD | -9.5% | -35.9% | +26.4% | +2.9% |
| 1Y | -23.8% | -53.4% | +29.6% | -2.2% |
| 3Y | +233.5% | -20.0% | +253.5% | +230.7% |
| 5Y | +112.2% | -49.6% | +161.8% | +112.8% |
| All | +83.2% | -76.2% | +159.4% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling