-20.0%
CPNG vs GWW
+89.6%
-109.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | -1.1% | -3.4% | +2.2% | -0.7% |
| 30D | -7.4% | -1.9% | -5.4% | -7.2% |
| 3M | -12.3% | -2.4% | -10.0% | -12.3% |
| 6M | -19.4% | +15.7% | -35.2% | -21.7% |
| YTD | -35.9% | +27.6% | -63.5% | -38.8% |
| 1Y | -53.4% | +27.2% | -80.6% | -55.5% |
| 3Y | -20.0% | +89.7% | -109.7% | -34.7% |
| All | -20.0% | +89.6% | -109.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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