-46.9%
CPNG vs HWM
+5.4%
-52.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.3% | +16.2% | +12.7% |
| 7D | +20.8% | +9.4% | +11.4% | +18.3% |
| 30D | +20.1% | -7.0% | +27.0% | +21.3% |
| 3M | +1.6% | -25.9% | +27.5% | +7.8% |
| 6M | -15.8% | -10.8% | -5.0% | -14.9% |
| YTD | -27.7% | +4.3% | -32.0% | -31.5% |
| 1Y | -46.9% | +4.4% | -51.3% | -49.4% |
| All | -46.9% | +5.4% | -52.3% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling