-4.0%
SPOT vs CPNG
-20.9%
+16.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.1% |
| 7D | -6.5% | -7.6% | +1.1% | -6.4% |
| 30D | +2.2% | -8.8% | +11.0% | +2.3% |
| 3M | +5.4% | -7.2% | +12.6% | +5.7% |
| 6M | -4.0% | -21.5% | +17.5% | -3.3% |
| All | -4.0% | -20.9% | +16.9% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling