-69.3%
CPNG vs BWA
+64.0%
-133.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.5% |
| 7D | -1.1% | -1.3% | +0.2% | -0.6% |
| 30D | -7.4% | -2.9% | -4.4% | -6.6% |
| 3M | -12.3% | -10.7% | -1.6% | -9.2% |
| 6M | -19.4% | +26.5% | -45.9% | -27.7% |
| YTD | -35.9% | +49.1% | -85.0% | -48.1% |
| 1Y | -53.4% | +52.1% | -105.5% | -62.8% |
| 3Y | -20.0% | +72.6% | -92.6% | -42.4% |
| 5Y | -49.6% | +89.4% | -139.0% | -68.7% |
| All | -69.3% | +64.0% | -133.3% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling