-69.9%
CPNG vs BWA
+63.0%
-132.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.4% |
| 7D | -6.3% | +4.3% | -10.5% | -7.7% |
| 30D | -8.7% | -2.9% | -5.8% | -8.0% |
| 3M | -2.4% | -12.4% | +10.0% | +1.9% |
| 6M | -22.3% | +28.6% | -50.9% | -30.8% |
| YTD | -37.2% | +48.2% | -85.4% | -49.0% |
| 1Y | -53.0% | +50.9% | -103.9% | -62.4% |
| 3Y | -20.0% | +72.2% | -92.2% | -42.4% |
| 5Y | -52.8% | +91.1% | -143.8% | -70.6% |
| All | -69.9% | +63.0% | -132.9% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling