-20.0%
CPNG vs ITW
+20.2%
-40.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.7% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | -7.4% | -8.3% | +1.0% | -5.0% |
| 3M | -12.3% | +6.0% | -18.4% | -14.8% |
| 6M | -19.4% | 0.0% | -19.4% | -20.2% |
| YTD | -35.9% | +10.2% | -46.1% | -39.0% |
| 1Y | -53.4% | +3.2% | -56.6% | -54.5% |
| 3Y | -20.0% | +21.0% | -41.0% | -30.9% |
| All | -20.0% | +20.2% | -40.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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