-22.4%
CPNG vs EWT
+193.0%
-215.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.7% |
| 7D | -5.4% | -1.1% | -4.3% | -4.9% |
| 30D | -11.1% | +4.8% | -15.9% | -13.4% |
| 3M | -3.0% | +11.1% | -14.1% | -9.4% |
| 6M | -23.5% | +54.6% | -78.1% | -41.1% |
| YTD | -37.8% | +71.4% | -109.3% | -55.1% |
| 1Y | -54.3% | +82.1% | -136.4% | -68.3% |
| All | -22.4% | +193.0% | -215.4% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling