-70.0%
CPNG vs GWW
+241.9%
-311.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -7.6% | -0.5% | -7.1% | -7.5% |
| 30D | -8.8% | -1.4% | -7.4% | -8.6% |
| 3M | -7.2% | -3.6% | -3.6% | -6.6% |
| 6M | -21.5% | +15.1% | -36.7% | -25.2% |
| YTD | -37.4% | +27.5% | -64.9% | -42.3% |
| 1Y | -54.3% | +29.6% | -84.0% | -58.2% |
| 3Y | -20.3% | +90.1% | -110.4% | -38.1% |
| 5Y | -51.2% | +222.6% | -273.8% | -65.2% |
| All | -70.0% | +241.9% | -311.9% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling