-70.2%
CPNG vs CDW
-2.4%
-67.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.4% | -7.4% | +1.9% | -2.3% |
| 30D | -11.1% | +5.8% | -16.9% | -13.7% |
| 3M | -3.0% | +10.8% | -13.8% | -8.8% |
| 6M | -23.5% | +21.5% | -45.0% | -31.8% |
| YTD | -37.8% | +6.4% | -44.2% | -41.4% |
| 1Y | -54.3% | -14.8% | -39.5% | -52.4% |
| 3Y | -20.8% | -29.9% | +9.1% | -14.4% |
| 5Y | -51.1% | -22.9% | -28.2% | -55.9% |
| All | -70.2% | -2.4% | -67.9% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CDW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling