-0.8%
CPNG vs HWM
+348.7%
-349.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.4% |
| 7D | -6.8% | +7.3% | -14.0% | -8.1% |
| 30D | +5.5% | +1.6% | +3.9% | +4.8% |
| 3M | -6.8% | -21.9% | +15.1% | -2.2% |
| 6M | -4.8% | -19.0% | +14.2% | -1.3% |
| YTD | -35.6% | +7.9% | -43.6% | -37.6% |
| 1Y | -46.8% | +9.9% | -56.7% | -48.6% |
| 3Y | -0.8% | +342.1% | -342.9% | -24.9% |
| All | -0.8% | +348.7% | -349.5% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling