-46.9%
CPNG vs BWA
+17.4%
-64.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.5% | +14.5% | +12.0% |
| 7D | +20.8% | -9.9% | +30.7% | +21.4% |
| 30D | +20.1% | -16.4% | +36.4% | +21.1% |
| 3M | +1.6% | -19.8% | +21.4% | +2.5% |
| 6M | -15.8% | -10.0% | -5.9% | -13.9% |
| YTD | -27.7% | +12.7% | -40.5% | -27.7% |
| 1Y | -46.9% | +15.7% | -62.6% | -46.6% |
| All | -46.9% | +17.4% | -64.3% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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