+17.5%
SPY vs CPNG
-54.7%
+72.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.0% | -5.4% | +3.4% | -1.4% |
| 30D | -1.7% | -11.1% | +9.4% | -0.5% |
| 3M | +4.7% | -3.0% | +7.7% | +4.4% |
| 6M | +12.5% | -23.5% | +36.0% | +14.6% |
| YTD | +11.7% | -37.8% | +49.5% | +16.8% |
| 1Y | +17.5% | -54.3% | +71.8% | +30.4% |
| All | +17.5% | -54.7% | +72.2% | +30.4% |
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 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