-69.2%
CPNG vs BWA
+25.2%
-94.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -6.8% | +4.3% | -11.0% | -8.2% |
| 30D | +5.5% | -13.0% | +18.5% | +10.7% |
| 3M | -6.8% | -24.8% | +18.1% | +2.8% |
| 6M | -4.8% | -23.5% | +18.7% | +3.6% |
| YTD | -35.6% | +13.8% | -49.5% | -42.7% |
| 1Y | -46.8% | +13.4% | -60.2% | -52.6% |
| 3Y | -0.8% | +62.8% | -63.5% | -29.9% |
| 5Y | -42.9% | +28.5% | -71.3% | -60.5% |
| All | -69.2% | +25.2% | -94.4% | -78.8% |
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 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