-51.0%
CPNG vs CDW
-22.7%
-28.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.0% | -0.8% |
| 7D | -6.3% | -3.9% | -2.4% | -4.7% |
| 30D | -8.7% | +6.9% | -15.6% | -11.9% |
| 3M | -2.4% | +7.7% | -10.1% | -7.3% |
| 6M | -22.3% | +18.3% | -40.7% | -30.3% |
| YTD | -37.2% | +7.8% | -45.0% | -41.4% |
| 1Y | -53.0% | -12.2% | -40.8% | -51.6% |
| 3Y | -20.0% | -28.9% | +8.9% | -13.9% |
| All | -51.0% | -22.7% | -28.4% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling