-21.9%
CPNG vs HWM
+389.8%
-411.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -7.6% | -8.0% | +0.5% | -5.9% |
| 30D | -8.8% | -18.0% | +9.2% | -4.9% |
| 3M | -7.2% | -9.5% | +2.3% | -5.4% |
| 6M | -21.5% | -8.4% | -13.1% | -20.6% |
| YTD | -37.4% | +13.6% | -51.1% | -39.9% |
| 1Y | -54.3% | +30.2% | -84.6% | -57.5% |
| All | -21.9% | +389.8% | -411.7% | -45.5% |
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