-69.9%
CPNG vs EWT
+179.9%
-249.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -2.7% |
| 7D | -6.3% | +1.6% | -7.9% | -7.5% |
| 30D | -8.7% | +8.2% | -16.9% | -14.3% |
| 3M | -2.4% | +11.1% | -13.5% | -11.6% |
| 6M | -22.3% | +60.4% | -82.8% | -49.3% |
| YTD | -37.2% | +75.6% | -112.8% | -62.4% |
| 1Y | -53.0% | +91.3% | -144.3% | -74.1% |
| 3Y | -20.0% | +200.3% | -220.3% | -74.3% |
| 5Y | -52.8% | +156.4% | -209.1% | -82.0% |
| All | -69.9% | +179.9% | -249.9% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling