+84.2%
SPOT vs CPNG
-76.7%
+160.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.4% |
| 7D | -2.9% | -6.3% | +3.4% | -0.6% |
| 30D | +8.3% | -8.7% | +17.0% | +11.8% |
| 3M | +5.1% | -2.4% | +7.5% | +4.0% |
| 6M | -6.5% | -22.3% | +15.9% | -0.7% |
| YTD | -9.0% | -37.2% | +28.3% | +4.3% |
| 1Y | -26.4% | -53.0% | +26.6% | -5.9% |
| 3Y | +240.0% | -20.0% | +260.1% | +236.8% |
| 5Y | +111.7% | -52.8% | +164.5% | +116.1% |
| All | +84.2% | -76.7% | +160.9% | +111.6% |
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