-69.0%
CPNG vs HWM
+735.6%
-804.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.2% |
| 7D | -7.4% | -2.1% | -5.3% | -6.9% |
| 30D | -4.4% | -11.0% | +6.6% | -0.5% |
| 3M | -7.5% | +4.0% | -11.5% | -9.2% |
| 6M | -19.9% | -0.2% | -19.7% | -20.9% |
| YTD | -35.2% | +26.7% | -61.8% | -42.1% |
| 1Y | -46.8% | +44.7% | -91.5% | -55.2% |
| 3Y | -20.2% | +426.1% | -446.2% | -65.9% |
| 5Y | -48.4% | +738.5% | -786.9% | -82.5% |
| All | -69.0% | +735.6% | -804.5% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling