-69.2%
CPNG vs HWM
+612.2%
-681.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | -6.8% | +7.3% | -14.0% | -9.1% |
| 30D | +5.5% | +1.6% | +3.9% | +4.2% |
| 3M | -6.8% | -21.9% | +15.1% | +1.0% |
| 6M | -4.8% | -19.0% | +14.2% | +1.5% |
| YTD | -35.6% | +7.9% | -43.6% | -39.5% |
| 1Y | -46.8% | +9.9% | -56.7% | -50.4% |
| 3Y | -0.8% | +342.1% | -342.9% | -55.0% |
| 5Y | -42.9% | +600.8% | -643.6% | -79.6% |
| All | -69.2% | +612.2% | -681.3% | -88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling