-70.2%
CPNG vs PWR
+622.9%
-693.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -11.1% | -7.7% | -3.4% | -9.1% |
| 3M | -3.0% | -4.9% | +2.0% | -2.7% |
| 6M | -23.5% | +9.7% | -33.2% | -28.0% |
| YTD | -37.8% | +46.7% | -84.5% | -47.8% |
| 1Y | -54.3% | +58.7% | -113.0% | -63.0% |
| 3Y | -20.8% | +200.7% | -221.5% | -53.2% |
| 5Y | -51.1% | +438.6% | -489.6% | -78.3% |
| All | -70.2% | +622.9% | -693.2% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling