-69.3%
CPNG vs EWT
+178.4%
-247.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.2% | +1.7% |
| 7D | -1.1% | -1.1% | 0.0% | -0.3% |
| 30D | -7.4% | +4.5% | -11.8% | -10.6% |
| 3M | -12.3% | +8.3% | -20.6% | -19.3% |
| 6M | -19.4% | +54.2% | -73.7% | -45.5% |
| YTD | -35.9% | +74.6% | -110.5% | -61.5% |
| 1Y | -53.4% | +84.9% | -138.3% | -73.6% |
| 3Y | -20.0% | +197.5% | -217.5% | -74.1% |
| 5Y | -49.6% | +150.6% | -200.2% | -80.5% |
| All | -69.3% | +178.4% | -247.7% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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