-53.4%
CPNG vs HWM
+24.8%
-78.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +2.9% |
| 7D | -1.1% | -11.4% | +10.3% | +1.6% |
| 30D | -7.4% | -18.5% | +11.1% | -3.2% |
| 3M | -12.3% | -13.2% | +0.8% | -9.9% |
| 6M | -19.4% | -8.7% | -10.8% | -18.6% |
| YTD | -35.9% | +12.2% | -48.1% | -39.2% |
| 1Y | -53.4% | +24.9% | -78.3% | -56.9% |
| All | -53.4% | +24.8% | -78.2% | -56.9% |
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 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