-69.0%
CPNG vs CDW
+4.3%
-73.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | -7.4% | +3.2% | -10.6% | -8.8% |
| 30D | -4.4% | +9.3% | -13.7% | -8.5% |
| 3M | -7.5% | +9.8% | -17.3% | -12.4% |
| 6M | -19.9% | +23.3% | -43.3% | -29.0% |
| YTD | -35.2% | +13.7% | -48.8% | -40.6% |
| 1Y | -46.8% | -6.5% | -40.3% | -46.8% |
| 3Y | -20.2% | -25.2% | +5.1% | -16.0% |
| 5Y | -48.4% | -19.5% | -28.9% | -54.9% |
| All | -69.0% | +4.3% | -73.3% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling