-69.0%
CPNG vs CDW
+18.3%
-87.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -6.9% | +9.1% | -16.0% | -10.4% |
| 30D | +1.1% | +13.7% | -12.6% | -4.5% |
| 3M | -6.3% | +27.0% | -33.3% | -16.4% |
| 6M | -3.8% | +75.9% | -79.7% | -27.5% |
| YTD | -35.2% | +28.9% | -64.1% | -44.1% |
| 1Y | -47.0% | +19.6% | -66.6% | -52.6% |
| 3Y | -0.2% | -14.6% | +14.4% | -1.4% |
| 5Y | -42.5% | -3.2% | -39.3% | -52.1% |
| All | -69.0% | +18.3% | -87.3% | -72.8% |
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