+107.0%
SPY vs CPNG
-76.1%
+183.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +2.6% | -6.8% | +9.3% | +3.6% |
| 30D | -2.0% | +5.5% | -7.5% | -2.8% |
| 3M | -2.8% | -6.8% | +4.0% | -2.1% |
| 6M | +2.1% | -4.8% | +7.0% | +2.0% |
| YTD | +11.5% | -35.6% | +47.1% | +16.8% |
| 1Y | +13.5% | -46.8% | +60.2% | +22.0% |
| 3Y | +77.7% | -0.8% | +78.5% | +73.2% |
| 5Y | +72.6% | -42.9% | +115.5% | +67.8% |
| All | +107.0% | -76.1% | +183.0% | +101.7% |
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