+107.4%
SPY vs CPNG
-76.9%
+184.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.0% | -5.4% | +3.4% | -1.2% |
| 30D | -1.7% | -11.1% | +9.4% | -0.1% |
| 3M | +4.7% | -3.0% | +7.7% | +4.7% |
| 6M | +12.5% | -23.5% | +36.0% | +15.6% |
| YTD | +11.7% | -37.8% | +49.5% | +17.8% |
| 1Y | +17.5% | -54.3% | +71.8% | +29.2% |
| 3Y | +76.6% | -20.8% | +97.4% | +77.3% |
| 5Y | +82.0% | -51.1% | +133.1% | +78.6% |
| All | +107.4% | -76.9% | +184.3% | +103.4% |
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