-70.0%
CPNG vs CDW
-2.5%
-67.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.3% |
| 7D | -7.6% | -4.2% | -3.3% | -5.9% |
| 30D | -8.8% | +4.9% | -13.7% | -11.1% |
| 3M | -7.2% | +7.3% | -14.5% | -11.5% |
| 6M | -21.5% | +19.2% | -40.7% | -29.4% |
| YTD | -37.4% | +6.2% | -43.6% | -41.0% |
| 1Y | -54.3% | -14.0% | -40.3% | -52.6% |
| 3Y | -20.3% | -30.0% | +9.7% | -13.8% |
| 5Y | -51.2% | -23.6% | -27.6% | -56.0% |
| All | -70.0% | -2.5% | -67.5% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling